+204.5%
GDX vs FTV
+127.3%
+77.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -4.6% | +3.7% | -8.3% | -5.2% |
| 30D | -6.2% | +16.8% | -23.0% | -9.0% |
| 3M | -10.0% | +10.4% | -20.4% | -11.8% |
| 6M | -15.8% | +12.8% | -28.6% | -17.8% |
| YTD | -4.6% | +23.3% | -27.9% | -8.6% |
| 1Y | +4.0% | +31.0% | -27.0% | -1.5% |
| 3Y | +211.1% | +38.6% | +172.5% | +189.6% |
| 5Y | +152.3% | +17.6% | +134.7% | +137.5% |
| 10Y | +331.4% | +110.0% | +221.4% | +228.1% |
| All | +204.5% | +127.3% | +77.1% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling