+169.1%
GDX vs GFS
-9.0%
+178.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.9% |
| 7D | -4.6% | +17.2% | -21.8% | -6.7% |
| 30D | -6.2% | -8.7% | +2.5% | -5.2% |
| 3M | -10.0% | -19.7% | +9.6% | -7.6% |
| 6M | -15.8% | -40.7% | +24.9% | -10.4% |
| YTD | -4.6% | +22.5% | -27.1% | -7.7% |
| 1Y | +4.0% | +25.2% | -21.2% | +0.3% |
| 3Y | +211.1% | -17.7% | +228.8% | +208.5% |
| 5Y | +152.3% | -23.5% | +175.8% | +152.7% |
| All | +169.1% | -9.0% | +178.1% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling