+11.9%
GDX vs FIVE
+66.9%
-55.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -3.8% | +17.4% | -21.1% | -6.7% |
| 3M | -5.4% | +7.0% | -12.5% | -7.2% |
| 6M | -12.7% | +20.5% | -33.2% | -16.6% |
| YTD | -0.7% | +33.1% | -33.8% | -6.2% |
| 1Y | +11.9% | +67.1% | -55.2% | -3.3% |
| All | +11.9% | +66.9% | -55.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling