+349.2%
GDX vs USFR
+28.5%
+320.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.7% | +0.1% | +0.7% | +0.6% |
| 30D | -3.8% | +0.4% | -4.1% | -4.1% |
| 3M | -5.4% | +1.1% | -6.5% | -6.6% |
| 6M | -12.7% | +2.1% | -14.7% | -14.7% |
| YTD | -0.7% | +3.4% | -4.1% | -4.7% |
| 1Y | +11.9% | +4.1% | +7.8% | +6.4% |
| 3Y | +223.9% | +14.4% | +209.5% | +177.5% |
| 5Y | +163.2% | +21.4% | +141.7% | +109.5% |
| 10Y | +349.2% | +28.5% | +320.6% | +230.6% |
| All | +349.2% | +28.5% | +320.6% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling