+227.1%
GDX vs GFS
-2.1%
+229.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | +1.9% | +4.5% | -2.6% | +1.3% |
| 30D | +9.9% | -8.2% | +18.1% | +11.2% |
| 3M | +28.2% | -38.9% | +67.1% | +36.2% |
| 6M | -2.9% | -2.9% | 0.0% | -3.2% |
| YTD | +16.0% | +31.8% | -15.8% | +11.4% |
| 1Y | +49.9% | +43.1% | +6.7% | +42.6% |
| 3Y | +263.6% | -20.6% | +284.2% | +261.9% |
| All | +227.1% | -2.1% | +229.2% | +229.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling