+310.9%
GDX vs FIS
-39.9%
+350.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.1% |
| 7D | +4.0% | -3.5% | +7.4% | +4.4% |
| 30D | +9.5% | -7.8% | +17.3% | +10.5% |
| 3M | +25.1% | +0.8% | +24.3% | +24.4% |
| 6M | -2.9% | -21.9% | +19.0% | -0.3% |
| YTD | +14.7% | -39.5% | +54.2% | +22.3% |
| 1Y | +47.4% | -41.0% | +88.4% | +57.5% |
| 3Y | +259.7% | -23.6% | +283.3% | +264.4% |
| 5Y | +227.7% | -65.6% | +293.3% | +271.5% |
| All | +310.9% | -39.9% | +350.8% | +327.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling