+152.3%
GDX vs USFD
+208.8%
-56.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | -4.6% | +1.3% | -5.9% | -4.8% |
| 30D | -6.2% | +10.6% | -16.8% | -8.3% |
| 3M | -10.0% | -2.4% | -7.6% | -9.7% |
| 6M | -15.8% | +28.9% | -44.7% | -20.7% |
| YTD | -4.6% | +43.7% | -48.3% | -13.4% |
| 1Y | +4.0% | +48.5% | -44.5% | -6.4% |
| 3Y | +211.1% | +154.7% | +56.4% | +140.4% |
| 5Y | +152.3% | +218.4% | -66.1% | +75.5% |
| All | +152.3% | +208.8% | -56.5% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling