+326.3%
GDX vs USFR
+28.6%
+297.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -2.1% | +0.4% | -2.5% | -2.5% |
| 3M | -7.5% | +1.1% | -8.6% | -8.6% |
| 6M | -15.2% | +2.0% | -17.2% | -17.1% |
| YTD | -4.8% | +3.5% | -8.3% | -8.7% |
| 1Y | +6.7% | +4.1% | +2.6% | +1.5% |
| 3Y | +212.7% | +14.4% | +198.4% | +168.1% |
| 5Y | +151.7% | +21.4% | +130.2% | +100.4% |
| All | +326.3% | +28.6% | +297.7% | +213.5% |
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