+376.9%
GDX vs USFD
+329.0%
+47.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -0.4% | -3.0% | +2.6% | 0.0% |
| 30D | +18.6% | +3.5% | +15.1% | +18.1% |
| 3M | +14.9% | +26.6% | -11.7% | +11.5% |
| 6M | -6.3% | +11.7% | -18.0% | -7.6% |
| YTD | +15.7% | +38.1% | -22.4% | +10.8% |
| 1Y | +54.8% | +33.4% | +21.5% | +48.8% |
| 3Y | +253.4% | +155.8% | +97.6% | +213.4% |
| 5Y | +219.7% | +214.0% | +5.6% | +174.4% |
| 10Y | +300.2% | +320.4% | -20.2% | +212.9% |
| All | +376.9% | +329.0% | +47.9% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling