+319.2%
GDX vs FIVE
+562.8%
-243.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +11.5% | +7.3% | +4.1% | +10.7% |
| 30D | -3.1% | +18.1% | -21.2% | -4.7% |
| 3M | -4.4% | +7.7% | -12.1% | -5.3% |
| 6M | -8.6% | +13.6% | -22.2% | -10.1% |
| YTD | +0.8% | +34.6% | -33.7% | -2.5% |
| 1Y | +14.7% | +66.2% | -51.6% | +8.7% |
| 3Y | +228.8% | +43.5% | +185.3% | +209.7% |
| 5Y | +173.4% | +20.7% | +152.7% | +157.0% |
| 10Y | +319.2% | +541.5% | -222.2% | +242.0% |
| All | +319.2% | +562.8% | -243.5% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling