+24.8%
GDX vs FFIV
+33.5%
-8.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.1% |
| 7D | +0.8% | -9.8% | +10.6% | +2.7% |
| 30D | -3.2% | -28.1% | +24.9% | +1.9% |
| 3M | +8.6% | -20.0% | +28.6% | +11.7% |
| 6M | -1.2% | -0.1% | -1.2% | -4.5% |
| YTD | -1.4% | +29.2% | -30.5% | -13.2% |
| 1Y | +24.8% | +36.6% | -11.8% | +9.9% |
| All | +24.8% | +33.5% | -8.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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