+263.6%
GDX vs FIS
-18.3%
+281.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -0.4% | +1.1% | -1.5% | -0.4% |
| 30D | +18.6% | -2.2% | +20.8% | +18.7% |
| 3M | +14.9% | +2.1% | +12.7% | +14.5% |
| 6M | -6.3% | -14.7% | +8.4% | -5.5% |
| YTD | +15.7% | -35.7% | +51.4% | +20.7% |
| 1Y | +54.8% | -37.1% | +91.9% | +61.9% |
| All | +263.6% | -18.3% | +281.9% | +248.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling