+245.7%
GDX vs GFI
+292.6%
-46.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -1.7% |
| 7D | -5.4% | -5.1% | -0.2% | -2.2% |
| 30D | +6.6% | +13.4% | -6.9% | -1.4% |
| 3M | +30.1% | +36.2% | -6.1% | +7.0% |
| 6M | -7.1% | -9.8% | +2.7% | -2.1% |
| YTD | +12.0% | +7.7% | +4.3% | +7.1% |
| 1Y | +41.2% | +27.2% | +14.0% | +22.9% |
| All | +245.7% | +292.6% | -46.9% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling