+258.1%
GDX vs FIVN
-55.7%
+313.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.2% |
| 7D | +1.9% | -9.6% | +11.5% | +2.4% |
| 30D | +9.9% | -11.9% | +21.8% | +10.6% |
| 3M | +28.2% | +40.1% | -11.9% | +25.9% |
| 6M | -2.9% | +68.3% | -71.2% | -6.1% |
| YTD | +16.0% | +51.5% | -35.5% | +12.6% |
| 1Y | +49.9% | +15.1% | +34.8% | +48.2% |
| All | +258.1% | -55.7% | +313.8% | +290.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling