+215.1%
GDXJ vs FTV
+80.7%
+134.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | -2.8% | -4.0% | +1.1% | -1.7% |
| 30D | +5.0% | -11.0% | +16.0% | +8.3% |
| 3M | +24.1% | -8.4% | +32.5% | +26.9% |
| 6M | -7.4% | -2.6% | -4.8% | -6.8% |
| YTD | +10.2% | -0.6% | +10.8% | +9.9% |
| 1Y | +42.5% | +11.0% | +31.6% | +37.8% |
| 3Y | +285.7% | -6.3% | +292.1% | +285.6% |
| 5Y | +231.9% | -1.5% | +233.4% | +222.1% |
| All | +215.1% | +80.7% | +134.4% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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