+0.5%
GDXJ vs FIVE
+63.0%
-62.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.3% |
| 7D | -4.9% | +2.4% | -7.4% | -5.4% |
| 30D | -10.0% | +15.8% | -25.8% | -12.7% |
| 3M | -16.6% | +3.8% | -20.4% | -17.7% |
| 6M | -23.3% | +18.5% | -41.8% | -26.8% |
| YTD | -12.4% | +31.2% | -43.7% | -16.6% |
| 1Y | +0.5% | +61.8% | -61.3% | -11.4% |
| All | +0.5% | +63.0% | -62.6% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling