+211.5%
GDX vs IFF
+281.3%
-69.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | +4.0% | -0.2% | +4.1% | +4.0% |
| 30D | +9.5% | -0.3% | +9.8% | +9.6% |
| 3M | +25.1% | +18.6% | +6.5% | +18.4% |
| 6M | -2.9% | +17.4% | -20.3% | -8.0% |
| YTD | +14.7% | +28.5% | -13.7% | +5.6% |
| 1Y | +47.4% | +32.5% | +14.9% | +33.9% |
| 3Y | +259.7% | +34.1% | +225.6% | +220.8% |
| 5Y | +227.7% | -35.2% | +262.8% | +254.5% |
| 10Y | +289.0% | -21.1% | +310.0% | +262.0% |
| All | +211.5% | +281.3% | -69.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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