+37.8%
GDXJ vs FFIV
+546.7%
-509.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | -8.1% | -0.5% | -7.5% | -8.0% |
| 30D | -5.5% | -32.4% | +26.9% | +1.7% |
| 3M | -14.6% | -25.7% | +11.1% | -10.0% |
| 6M | -23.2% | -13.5% | -9.7% | -21.7% |
| YTD | -13.0% | +21.1% | -34.1% | -17.6% |
| 1Y | +2.8% | +29.4% | -26.7% | -4.0% |
| 3Y | +221.5% | +94.9% | +126.6% | +171.5% |
| 5Y | +123.4% | +34.7% | +88.6% | +99.9% |
| 10Y | +238.2% | +119.0% | +119.1% | +167.3% |
| All | +37.8% | +546.7% | -509.0% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling