+371.1%
GDX vs USFR
+27.5%
+343.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +0.3% | +18.3% | +18.5% |
| 3M | +14.9% | +1.0% | +13.9% | +14.4% |
| 6M | -6.3% | +1.9% | -8.2% | -7.1% |
| YTD | +15.7% | +2.6% | +13.1% | +14.3% |
| 1Y | +54.8% | +4.0% | +50.8% | +52.0% |
| 3Y | +253.4% | +14.1% | +239.3% | +233.9% |
| 5Y | +219.7% | +20.4% | +199.3% | +195.1% |
| 10Y | +300.2% | +28.0% | +272.2% | +262.0% |
| All | +371.1% | +27.5% | +343.5% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling