+54.8%
GDX vs FISV
-61.2%
+116.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +18.6% | -2.1% | +20.7% | +18.5% |
| 3M | +14.9% | -5.7% | +20.6% | +14.7% |
| 6M | -6.3% | -15.3% | +9.1% | -6.5% |
| YTD | +15.7% | -21.1% | +36.8% | +15.2% |
| 1Y | +54.8% | -61.1% | +115.9% | +51.8% |
| All | +54.8% | -61.2% | +116.0% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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