+291.6%
GDX vs USFR
+28.0%
+263.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +6.6% | +0.3% | +6.2% | +6.2% |
| 3M | +30.1% | +1.0% | +29.1% | +28.7% |
| 6M | -7.1% | +1.9% | -9.0% | -9.3% |
| YTD | +12.0% | +2.7% | +9.3% | +8.2% |
| 1Y | +41.2% | +4.0% | +37.2% | +34.2% |
| 3Y | +251.0% | +14.1% | +236.9% | +201.6% |
| 5Y | +226.7% | +20.5% | +206.3% | +162.4% |
| All | +291.6% | +28.0% | +263.6% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling