+326.3%
GDX vs FIS
-53.2%
+379.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.6% |
| 7D | -6.8% | +2.8% | -9.6% | -7.1% |
| 30D | -2.1% | -16.7% | +14.6% | -1.4% |
| 3M | -7.5% | -32.3% | +24.8% | -4.6% |
| 6M | -15.2% | -29.1% | +13.9% | -13.3% |
| YTD | -4.8% | -54.1% | +49.3% | +3.2% |
| 1Y | +6.7% | -53.7% | +60.4% | +15.5% |
| 3Y | +212.7% | -38.8% | +251.6% | +219.9% |
| 5Y | +151.7% | -71.1% | +222.7% | +185.1% |
| All | +326.3% | -53.2% | +379.4% | +396.5% |
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