+24.8%
GDX vs FIS
-50.5%
+75.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -23.7% | +32.7% | +3.2% |
| 7D | +0.8% | -18.4% | +19.2% | -3.3% |
| 30D | -3.2% | -11.4% | +8.1% | -5.8% |
| 3M | +8.6% | -32.0% | +40.5% | +1.4% |
| 6M | -1.2% | -35.6% | +34.4% | -8.8% |
| YTD | -1.4% | -53.8% | +52.4% | -7.3% |
| 1Y | +24.8% | -51.1% | +75.9% | +14.0% |
| All | +24.8% | -50.5% | +75.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling