+228.1%
GDXJ vs FIVE
+38.7%
+189.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +4.3% | +3.7% | +0.6% | +3.7% |
| 30D | +8.4% | +4.0% | +4.5% | +7.7% |
| 3M | +25.5% | +36.2% | -10.7% | +19.8% |
| 6M | -6.3% | +18.0% | -24.4% | -9.0% |
| YTD | +12.1% | +34.9% | -22.8% | +6.8% |
| 1Y | +51.1% | +67.9% | -16.9% | +39.4% |
| 3Y | +296.1% | +57.3% | +238.8% | +264.1% |
| 5Y | +228.1% | +39.5% | +188.6% | +200.7% |
| All | +228.1% | +38.7% | +189.4% | +200.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling