+168.5%
GDX vs GFS
-11.4%
+179.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | -6.8% | +7.4% | -14.2% | -7.8% |
| 30D | -2.1% | -15.3% | +13.2% | 0.0% |
| 3M | -7.5% | -21.1% | +13.6% | -4.8% |
| 6M | -15.2% | -44.5% | +29.3% | -9.0% |
| YTD | -4.8% | +19.2% | -24.0% | -7.6% |
| 1Y | +6.7% | +27.2% | -20.5% | +2.9% |
| 3Y | +212.7% | -20.1% | +232.9% | +211.4% |
| 5Y | +151.7% | -25.6% | +177.3% | +153.1% |
| All | +168.5% | -11.4% | +179.9% | +173.4% |
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