+228.8%
GDX vs USFR
+14.4%
+214.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.5% | -5.3% |
| 7D | +11.5% | +0.1% | +11.4% | +11.8% |
| 30D | -3.1% | +0.4% | -3.5% | -1.9% |
| 3M | -4.4% | +1.1% | -5.5% | -1.9% |
| 6M | -8.6% | +2.1% | -10.6% | -5.0% |
| YTD | +0.8% | +3.4% | -2.6% | +2.4% |
| 1Y | +14.7% | +4.1% | +10.6% | +14.6% |
| 3Y | +228.8% | +14.4% | +214.4% | +561.0% |
| All | +228.8% | +14.4% | +214.4% | +561.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling