+259.7%
GDX vs FTV
-3.2%
+262.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +4.0% | -0.4% | +4.3% | +4.1% |
| 30D | +9.5% | -8.3% | +17.8% | +11.9% |
| 3M | +25.1% | -7.4% | +32.5% | +27.4% |
| 6M | -2.9% | -1.2% | -1.7% | -2.9% |
| YTD | +14.7% | +2.7% | +12.0% | +13.5% |
| 1Y | +47.4% | +18.4% | +29.0% | +40.5% |
| 3Y | +259.7% | -2.0% | +261.7% | +251.7% |
| All | +259.7% | -3.2% | +262.9% | +251.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling