+214.8%
GDX vs GFI
+306.7%
-91.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +1.9% | +4.7% | -2.8% | -1.0% |
| 30D | +9.9% | +14.4% | -4.5% | +1.2% |
| 3M | +28.2% | +32.5% | -4.3% | +7.5% |
| 6M | -2.9% | -7.2% | +4.3% | +1.2% |
| YTD | +16.0% | +10.9% | +5.1% | +8.3% |
| 1Y | +49.9% | +35.5% | +14.4% | +22.9% |
| 3Y | +263.6% | +312.1% | -48.6% | +40.0% |
| 5Y | +233.6% | +524.6% | -291.0% | -10.5% |
| 10Y | +315.3% | +1,092.7% | -777.4% | -43.2% |
| All | +214.8% | +306.7% | -91.9% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling