+173.4%
GDX vs USFR
+21.4%
+152.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.5% | -5.4% |
| 7D | +11.5% | +0.1% | +11.4% | +11.5% |
| 30D | -3.1% | +0.4% | -3.5% | -2.9% |
| 3M | -4.4% | +1.1% | -5.5% | -4.2% |
| 6M | -8.6% | +2.1% | -10.6% | -8.5% |
| YTD | +0.8% | +3.4% | -2.6% | -0.7% |
| 1Y | +14.7% | +4.1% | +10.6% | +12.0% |
| 3Y | +228.8% | +14.4% | +214.4% | +226.6% |
| 5Y | +173.4% | +21.4% | +152.0% | +165.7% |
| All | +173.4% | +21.4% | +152.0% | +165.7% |
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