+228.4%
GDXJ vs FTV
-3.0%
+231.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.1% |
| 7D | -6.2% | -5.2% | -1.0% | -4.3% |
| 30D | +4.6% | -11.5% | +16.2% | +9.4% |
| 3M | +31.3% | -9.0% | +40.3% | +35.7% |
| 6M | -10.7% | -2.0% | -8.7% | -10.3% |
| YTD | +9.1% | -0.9% | +10.0% | +8.5% |
| 1Y | +44.1% | +14.8% | +29.3% | +35.2% |
| 3Y | +285.4% | -5.5% | +290.9% | +282.4% |
| 5Y | +228.4% | -1.9% | +230.3% | +198.4% |
| All | +228.4% | -3.0% | +231.4% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling