+212.7%
GDX vs FIVN
-56.5%
+269.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.1% |
| 7D | -6.8% | -2.8% | -4.0% | -6.7% |
| 30D | -2.1% | -17.4% | +15.3% | -1.4% |
| 3M | -7.5% | -19.2% | +11.7% | -6.7% |
| 6M | -15.2% | +29.4% | -44.5% | -16.2% |
| YTD | -4.8% | +36.3% | -41.1% | -6.9% |
| 1Y | +6.7% | +33.5% | -26.7% | +4.4% |
| 3Y | +212.7% | -56.8% | +269.6% | +250.4% |
| All | +212.7% | -56.5% | +269.2% | +250.4% |
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