+276.7%
GDX vs FIVN
+243.6%
+33.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | 0.0% |
| 7D | -6.8% | -2.8% | -4.0% | -6.6% |
| 30D | -2.1% | -17.4% | +15.3% | -1.1% |
| 3M | -7.5% | -19.2% | +11.7% | -6.5% |
| 6M | -15.2% | +29.4% | -44.5% | -17.2% |
| YTD | -4.8% | +36.3% | -41.1% | -8.2% |
| 1Y | +6.7% | +33.5% | -26.7% | +3.1% |
| 3Y | +212.7% | -56.8% | +269.6% | +222.6% |
| 5Y | +151.7% | -83.0% | +234.6% | +168.5% |
| 10Y | +330.3% | +87.3% | +243.1% | +326.9% |
| All | +276.7% | +243.6% | +33.1% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling