+326.3%
GDX vs USFD
+359.9%
-33.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.8% | +1.7% | -8.5% | -7.0% |
| 30D | -2.1% | +10.2% | -12.3% | -3.2% |
| 3M | -7.5% | -1.5% | -6.0% | -7.4% |
| 6M | -15.2% | +27.3% | -42.5% | -17.7% |
| YTD | -4.8% | +44.0% | -48.8% | -9.3% |
| 1Y | +6.7% | +50.4% | -43.6% | +1.1% |
| 3Y | +212.7% | +153.6% | +59.2% | +177.8% |
| 5Y | +151.7% | +219.0% | -67.3% | +115.9% |
| All | +326.3% | +359.9% | -33.7% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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