+281.7%
GDXJ vs FTV
-5.5%
+287.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.3% |
| 7D | -6.2% | -5.2% | -1.0% | -4.6% |
| 30D | +4.6% | -11.5% | +16.2% | +8.6% |
| 3M | +31.3% | -9.0% | +40.3% | +35.0% |
| 6M | -10.7% | -2.0% | -8.7% | -10.3% |
| YTD | +9.1% | -0.9% | +10.0% | +8.9% |
| 1Y | +44.1% | +14.8% | +29.3% | +37.0% |
| All | +281.7% | -5.5% | +287.2% | +279.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling