+172.5%
GDX vs FIVE
+868.1%
-695.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -2.6% |
| 7D | -0.4% | +4.3% | -4.7% | -0.8% |
| 30D | +18.6% | +12.5% | +6.1% | +17.4% |
| 3M | +14.9% | +31.2% | -16.4% | +12.3% |
| 6M | -6.3% | +14.4% | -20.6% | -7.5% |
| YTD | +15.7% | +33.9% | -18.2% | +12.7% |
| 1Y | +54.8% | +65.1% | -10.2% | +48.2% |
| 3Y | +253.4% | +49.0% | +204.5% | +234.6% |
| 5Y | +219.7% | +30.3% | +189.4% | +201.5% |
| 10Y | +300.2% | +481.1% | -180.9% | +240.3% |
| All | +172.5% | +868.1% | -695.7% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling