+221.8%
GDX vs FTV
+126.9%
+94.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -5.6% |
| 7D | +11.5% | +1.4% | +10.1% | +11.2% |
| 30D | -3.1% | +18.3% | -21.4% | -6.2% |
| 3M | -4.4% | +9.8% | -14.2% | -6.2% |
| 6M | -8.6% | +12.3% | -20.9% | -10.7% |
| YTD | +0.8% | +23.1% | -22.2% | -3.4% |
| 1Y | +14.7% | +32.5% | -17.9% | +8.3% |
| 3Y | +228.8% | +38.3% | +190.4% | +206.1% |
| 5Y | +173.4% | +16.8% | +156.5% | +157.6% |
| 10Y | +319.2% | +106.6% | +212.7% | +221.3% |
| All | +221.8% | +126.9% | +94.8% | +140.5% |
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