+296.0%
GDX vs FWONK
+340.2%
-44.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +6.8% | -7.7% | +14.5% | +7.8% |
| 3M | +24.9% | +5.7% | +19.2% | +24.1% |
| 6M | -4.2% | +13.5% | -17.7% | -5.6% |
| YTD | +13.2% | -3.0% | +16.2% | +13.4% |
| 1Y | +40.2% | -6.4% | +46.6% | +40.9% |
| 3Y | +249.6% | +43.8% | +205.8% | +233.9% |
| 5Y | +230.4% | +98.6% | +131.8% | +207.5% |
| All | +296.0% | +340.2% | -44.2% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling