+47.4%
GDX vs FIS
-40.6%
+88.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -1.9% |
| 7D | +4.0% | -3.5% | +7.4% | +3.4% |
| 30D | +9.5% | -7.8% | +17.3% | +8.1% |
| 3M | +25.1% | +0.8% | +24.3% | +25.3% |
| 6M | -2.9% | -21.9% | +19.0% | -6.5% |
| YTD | +14.7% | -39.5% | +54.2% | +8.0% |
| 1Y | +47.4% | -41.0% | +88.4% | +37.3% |
| All | +47.4% | -40.6% | +88.0% | +37.3% |
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