+222.8%
GDXJ vs FTV
+90.8%
+132.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +0.2% | -4.5% | +4.7% | +1.5% |
| 30D | +17.9% | -7.1% | +24.9% | +20.3% |
| 3M | +15.3% | -7.2% | +22.5% | +17.6% |
| 6M | -9.4% | -1.5% | -7.9% | -9.3% |
| YTD | +13.4% | +3.5% | +9.9% | +11.8% |
| 1Y | +59.7% | +20.3% | +39.3% | +50.8% |
| 3Y | +283.6% | -3.1% | +286.7% | +279.8% |
| 5Y | +217.6% | +2.3% | +215.3% | +205.0% |
| 10Y | +225.7% | +76.3% | +149.3% | +136.7% |
| All | +222.8% | +90.8% | +132.0% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling