+169.7%
GDX vs FIS
+102.0%
+67.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.7% | -8.2% | -2.7% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | -3.8% | -11.8% | +8.1% | -3.1% |
| 3M | -5.4% | -28.5% | +23.1% | -0.9% |
| 6M | -12.7% | -27.0% | +14.3% | -9.3% |
| YTD | -0.7% | -53.1% | +52.4% | +12.5% |
| 1Y | +11.9% | -52.8% | +64.6% | +26.5% |
| 3Y | +223.9% | -37.5% | +261.4% | +238.1% |
| 5Y | +163.2% | -71.1% | +234.3% | +218.7% |
| 10Y | +349.2% | -52.0% | +401.2% | +351.7% |
| All | +169.7% | +102.0% | +67.7% | +33.3% |
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