+215.8%
GDX vs GFS
-2.1%
+217.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.4% | +3.2% | -8.6% | -5.8% |
| 30D | +6.6% | -9.6% | +16.1% | +8.0% |
| 3M | +30.1% | -38.5% | +68.6% | +38.2% |
| 6M | -7.1% | -1.3% | -5.8% | -7.6% |
| YTD | +12.0% | +31.8% | -19.8% | +7.6% |
| 1Y | +41.2% | +44.6% | -3.3% | +34.2% |
| 3Y | +251.0% | -20.6% | +271.6% | +249.4% |
| All | +215.8% | -2.1% | +217.9% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling