+305.7%
GDX vs FTV
+84.4%
+221.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +9.9% | -9.5% | +19.4% | +12.0% |
| 3M | +28.2% | -10.9% | +39.1% | +30.9% |
| 6M | -2.9% | -0.6% | -2.3% | -2.9% |
| YTD | +16.0% | +1.4% | +14.6% | +15.3% |
| 1Y | +49.9% | +17.6% | +32.2% | +45.0% |
| 3Y | +263.6% | -3.3% | +266.8% | +260.9% |
| 5Y | +233.6% | -0.1% | +233.7% | +224.9% |
| All | +305.7% | +84.4% | +221.2% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling