+211.5%
GDX vs FISV
+364.1%
-152.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.1% |
| 7D | +4.0% | -1.6% | +5.5% | +4.2% |
| 30D | +9.5% | -3.0% | +12.4% | +9.9% |
| 3M | +25.1% | -3.5% | +28.6% | +25.0% |
| 6M | -2.9% | -19.4% | +16.5% | 0.0% |
| YTD | +14.7% | -24.3% | +39.0% | +19.3% |
| 1Y | +47.4% | -62.4% | +109.8% | +71.0% |
| 3Y | +259.7% | -58.2% | +317.9% | +292.7% |
| 5Y | +227.7% | -56.5% | +284.2% | +248.3% |
| 10Y | +289.0% | -0.5% | +289.5% | +200.8% |
| All | +211.5% | +364.1% | -152.6% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling