+291.6%
GDX vs FTV
+80.1%
+211.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.1% | -3.0% |
| 7D | -5.4% | -5.2% | -0.2% | -4.4% |
| 30D | +6.6% | -11.5% | +18.1% | +9.0% |
| 3M | +30.1% | -9.0% | +39.1% | +32.3% |
| 6M | -7.1% | -2.0% | -5.1% | -6.8% |
| YTD | +12.0% | -0.9% | +12.9% | +11.8% |
| 1Y | +41.2% | +14.8% | +26.4% | +37.3% |
| 3Y | +251.0% | -5.5% | +256.5% | +250.0% |
| 5Y | +226.7% | -1.9% | +228.6% | +219.5% |
| All | +291.6% | +80.1% | +211.5% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling