+228.8%
GDX vs USFD
+163.9%
+64.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.4% | -5.4% |
| 7D | +11.5% | +8.4% | +3.1% | +9.5% |
| 30D | -3.1% | +12.7% | -15.9% | -5.6% |
| 3M | -4.4% | +1.1% | -5.5% | -4.9% |
| 6M | -8.6% | +30.2% | -38.7% | -13.6% |
| YTD | +0.8% | +45.8% | -45.0% | -8.8% |
| 1Y | +14.7% | +51.9% | -37.3% | +2.4% |
| 3Y | +228.8% | +158.5% | +70.3% | +135.9% |
| All | +228.8% | +163.9% | +64.9% | +135.9% |
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