+233.6%
GDX vs USFR
+20.4%
+213.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +9.9% | +0.3% | +9.6% | +9.9% |
| 3M | +28.2% | +1.0% | +27.2% | +28.3% |
| 6M | -2.9% | +1.9% | -4.8% | -3.6% |
| YTD | +16.0% | +2.7% | +13.3% | +14.1% |
| 1Y | +49.9% | +4.0% | +45.9% | +45.3% |
| 3Y | +263.6% | +14.0% | +249.5% | +263.7% |
| 5Y | +233.6% | +20.4% | +213.2% | +230.6% |
| All | +233.6% | +20.4% | +213.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling