-15.2%
GDX vs FISV
+17.9%
-33.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | +0.2% |
| 7D | -6.8% | +1.4% | -8.2% | -6.6% |
| 30D | -2.1% | +38.4% | -40.6% | +4.1% |
| 3M | -7.5% | +14.9% | -22.4% | -5.8% |
| 6M | -15.2% | +21.8% | -36.9% | -13.6% |
| All | -15.2% | +17.9% | -33.0% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling