+24.8%
GDX vs GFS
+15.5%
+9.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.9% | +15.0% | +10.4% |
| 7D | +0.8% | -12.5% | +13.3% | +3.9% |
| 30D | -3.2% | -16.9% | +13.7% | +0.9% |
| 3M | +8.6% | -22.3% | +30.8% | +14.4% |
| 6M | -1.2% | -40.2% | +39.0% | +9.2% |
| YTD | -1.4% | +16.0% | -17.4% | -10.2% |
| 1Y | +24.8% | +17.7% | +7.1% | +11.1% |
| All | +24.8% | +15.5% | +9.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling