+140.5%
GDX vs FIVE
+822.5%
-682.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +13.6% | -0.3% | +13.9% | +13.7% |
| 30D | +2.5% | +17.7% | -15.2% | +1.1% |
| 3M | +4.4% | +4.0% | +0.4% | +3.9% |
| 6M | -5.2% | +2.6% | -7.8% | -5.7% |
| YTD | +2.1% | +27.6% | -25.4% | -0.2% |
| 1Y | +24.7% | +59.9% | -35.2% | +19.7% |
| 3Y | +211.3% | +35.8% | +175.5% | +196.8% |
| 5Y | +186.7% | +14.4% | +172.3% | +172.8% |
| 10Y | +285.3% | +576.1% | -290.8% | +226.7% |
| All | +140.5% | +822.5% | -682.0% | +93.5% |
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