+228.4%
GDXJ vs FFIV
+95.0%
+133.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -6.2% | +1.6% | -7.8% | -6.6% |
| 30D | +4.6% | -3.7% | +8.4% | +5.7% |
| 3M | +31.3% | +2.0% | +29.3% | +29.9% |
| 6M | -10.7% | +39.3% | -49.9% | -19.8% |
| YTD | +9.1% | +56.1% | -47.0% | -5.3% |
| 1Y | +44.1% | +22.0% | +22.1% | +33.5% |
| 3Y | +285.4% | +148.2% | +137.2% | +172.3% |
| 5Y | +228.4% | +96.3% | +132.1% | +140.1% |
| All | +228.4% | +95.0% | +133.4% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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