+260.9%
GDX vs USFD
+156.9%
+104.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.4% | -3.0% | +2.6% | +0.2% |
| 30D | +18.6% | +3.5% | +15.1% | +17.8% |
| 3M | +14.9% | +26.6% | -11.7% | +9.2% |
| 6M | -6.3% | +11.7% | -18.0% | -8.4% |
| YTD | +15.7% | +38.1% | -22.4% | +6.0% |
| 1Y | +54.8% | +33.4% | +21.5% | +42.8% |
| All | +260.9% | +156.9% | +104.0% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling