+40.2%
GDX vs USFR
+4.1%
+36.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.8% |
| 7D | -2.2% | +0.1% | -2.3% | -0.9% |
| 30D | +6.8% | +0.4% | +6.4% | +10.3% |
| 3M | +24.9% | +1.0% | +23.9% | +41.0% |
| 6M | -4.2% | +2.0% | -6.2% | +8.9% |
| YTD | +13.2% | +2.8% | +10.5% | +15.4% |
| 1Y | +40.2% | +4.1% | +36.1% | +7.5% |
| All | +40.2% | +4.1% | +36.1% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling