+296.0%
GDX vs GFI
+1,066.8%
-770.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.8% |
| 7D | -2.2% | -4.9% | +2.7% | +0.6% |
| 30D | +6.8% | +10.7% | -4.0% | +0.9% |
| 3M | +24.9% | +25.6% | -0.7% | +9.7% |
| 6M | -4.2% | -8.3% | +4.1% | +0.3% |
| YTD | +13.2% | +6.3% | +6.9% | +9.5% |
| 1Y | +40.2% | +22.1% | +18.1% | +25.2% |
| 3Y | +249.6% | +289.2% | -39.6% | +57.8% |
| 5Y | +230.4% | +531.7% | -301.3% | +5.6% |
| All | +296.0% | +1,066.8% | -770.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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