+233.6%
GDX vs FISV
-58.4%
+292.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.3% |
| 7D | +1.9% | -6.4% | +8.3% | +2.3% |
| 30D | +9.9% | -6.8% | +16.8% | +10.3% |
| 3M | +28.2% | -10.0% | +38.2% | +28.7% |
| 6M | -2.9% | -20.6% | +17.7% | -1.6% |
| YTD | +16.0% | -27.6% | +43.5% | +18.3% |
| 1Y | +49.9% | -64.3% | +114.2% | +62.0% |
| 3Y | +263.6% | -60.0% | +323.6% | +261.0% |
| 5Y | +233.6% | -57.7% | +291.3% | +206.8% |
| All | +233.6% | -58.4% | +292.0% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling