+233.2%
GDXJ vs FIVE
+505.3%
-272.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.5% |
| 7D | -4.9% | +2.4% | -7.4% | -5.3% |
| 30D | -10.0% | +15.8% | -25.8% | -12.0% |
| 3M | -16.6% | +3.8% | -20.4% | -17.3% |
| 6M | -23.3% | +18.5% | -41.8% | -25.7% |
| YTD | -12.4% | +31.2% | -43.7% | -16.7% |
| 1Y | +0.5% | +61.8% | -61.3% | -7.5% |
| 3Y | +220.5% | +39.9% | +180.6% | +191.9% |
| 5Y | +124.7% | +18.3% | +106.4% | +105.1% |
| All | +233.2% | +505.3% | -272.1% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling