+214.2%
GDX vs FFIV
+1,394.1%
-1,179.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | +18.6% | -5.1% | +23.7% | +19.4% |
| 3M | +14.9% | -4.5% | +19.3% | +15.5% |
| 6M | -6.3% | +36.5% | -42.7% | -11.2% |
| YTD | +15.7% | +53.0% | -37.2% | +7.6% |
| 1Y | +54.8% | +24.2% | +30.6% | +48.2% |
| 3Y | +253.4% | +137.2% | +116.2% | +202.8% |
| 5Y | +219.7% | +91.8% | +127.9% | +179.7% |
| 10Y | +300.2% | +215.2% | +85.0% | +215.7% |
| All | +214.2% | +1,394.1% | -1,179.9% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling