+167.1%
GDX vs FTV
+16.9%
+150.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -5.7% |
| 7D | +11.5% | +1.4% | +10.1% | +11.0% |
| 30D | -3.1% | +18.3% | -21.4% | -7.8% |
| 3M | -4.4% | +9.8% | -14.2% | -7.1% |
| 6M | -8.6% | +12.3% | -20.9% | -11.8% |
| YTD | +0.8% | +23.1% | -22.2% | -5.7% |
| 1Y | +14.7% | +32.5% | -17.9% | +4.8% |
| 3Y | +228.8% | +38.3% | +190.4% | +190.3% |
| All | +167.1% | +16.9% | +150.2% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling