+177.3%
GDX vs FIS
+92.1%
+85.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.6% |
| 7D | +13.6% | -25.5% | +39.1% | +18.6% |
| 30D | +2.5% | -15.1% | +17.6% | +3.9% |
| 3M | +4.4% | -32.1% | +36.5% | +10.5% |
| 6M | -5.2% | -36.1% | +30.8% | +0.9% |
| YTD | +2.1% | -55.4% | +57.5% | +16.8% |
| 1Y | +24.7% | -53.9% | +78.6% | +41.6% |
| 3Y | +211.3% | -39.8% | +251.0% | +227.0% |
| 5Y | +186.7% | -71.1% | +257.8% | +246.2% |
| 10Y | +285.3% | -53.8% | +339.1% | +290.0% |
| All | +177.3% | +92.1% | +85.2% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling