+291.6%
GDX vs FIVN
+115.6%
+176.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -5.4% | -11.3% | +5.9% | -4.5% |
| 30D | +6.6% | -7.3% | +13.9% | +7.1% |
| 3M | +30.1% | +41.7% | -11.6% | +26.3% |
| 6M | -7.1% | +78.3% | -85.4% | -12.1% |
| YTD | +12.0% | +50.9% | -38.9% | +7.0% |
| 1Y | +41.2% | +19.7% | +21.5% | +37.3% |
| 3Y | +251.0% | -55.7% | +306.7% | +265.5% |
| 5Y | +226.7% | -82.6% | +309.3% | +253.8% |
| All | +291.6% | +115.6% | +176.0% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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