+315.3%
GDX vs FIS
-41.9%
+357.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.5% |
| 7D | +1.9% | -9.1% | +11.0% | +3.1% |
| 30D | +9.9% | -10.4% | +20.4% | +11.3% |
| 3M | +28.2% | -3.7% | +31.9% | +28.2% |
| 6M | -2.9% | -24.8% | +21.9% | +0.2% |
| YTD | +16.0% | -41.6% | +57.5% | +24.1% |
| 1Y | +49.9% | -42.7% | +92.6% | +60.7% |
| 3Y | +263.6% | -26.2% | +289.8% | +269.9% |
| 5Y | +233.6% | -66.1% | +299.7% | +278.5% |
| 10Y | +315.3% | -40.9% | +356.2% | +334.4% |
| All | +315.3% | -41.9% | +357.3% | +334.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling