+213.5%
GDX vs GFS
-16.8%
+230.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.9% |
| 7D | -4.6% | +17.2% | -21.8% | -7.0% |
| 30D | -6.2% | -8.7% | +2.5% | -5.1% |
| 3M | -10.0% | -19.7% | +9.6% | -7.2% |
| 6M | -15.8% | -40.7% | +24.9% | -9.5% |
| YTD | -4.6% | +22.5% | -27.1% | -7.6% |
| 1Y | +4.0% | +25.2% | -21.2% | +0.4% |
| All | +213.5% | -16.8% | +230.3% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling