+24.8%
GDX vs FISV
-4.0%
+28.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.2% | +2.8% | +9.5% |
| 7D | +0.8% | +29.6% | -28.9% | +3.6% |
| 30D | -3.2% | +34.5% | -37.7% | -0.2% |
| 3M | +8.6% | +11.2% | -2.7% | +10.2% |
| 6M | -1.2% | -1.2% | 0.0% | +1.2% |
| YTD | -1.4% | -7.6% | +6.2% | +1.8% |
| 1Y | +24.8% | -3.7% | +28.5% | +27.9% |
| All | +24.8% | -4.0% | +28.8% | +27.9% |
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