+85.1%
GDXJ vs FIVE
+874.1%
-789.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +4.2% |
| 7D | +16.4% | +6.2% | +10.2% | +15.5% |
| 30D | -1.2% | +18.2% | -19.4% | -3.3% |
| 3M | -3.9% | +3.8% | -7.7% | -4.5% |
| 6M | -10.2% | +13.7% | -23.9% | -12.0% |
| YTD | -0.6% | +34.7% | -35.4% | -4.9% |
| 1Y | +24.3% | +66.6% | -42.3% | +16.0% |
| 3Y | +257.4% | +44.3% | +213.1% | +229.0% |
| 5Y | +166.5% | +18.8% | +147.7% | +146.1% |
| 10Y | +228.5% | +569.2% | -340.7% | +157.2% |
| All | +85.1% | +874.1% | -789.0% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling