+211.3%
GDX vs FFIV
+102.2%
+109.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +13.6% | -8.1% | +21.8% | +15.2% |
| 30D | +2.5% | -33.4% | +35.9% | +9.2% |
| 3M | +4.4% | -24.7% | +29.1% | +8.6% |
| 6M | -5.2% | -8.8% | +3.6% | -5.2% |
| YTD | +2.1% | +21.8% | -19.6% | -3.9% |
| 1Y | +24.7% | +25.3% | -0.6% | +16.7% |
| 3Y | +211.3% | +101.2% | +110.1% | +129.9% |
| All | +211.3% | +102.2% | +109.1% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling