+158.4%
GDX vs FISV
+481.9%
-323.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.9% |
| 7D | -6.8% | +1.4% | -8.2% | -7.0% |
| 30D | -2.1% | +38.4% | -40.6% | -7.9% |
| 3M | -7.5% | +14.9% | -22.4% | -10.1% |
| 6M | -15.2% | +21.8% | -36.9% | -19.1% |
| YTD | -4.8% | -5.0% | +0.2% | -5.3% |
| 1Y | +6.7% | -1.2% | +7.9% | +5.3% |
| 3Y | +212.7% | -47.5% | +260.3% | +227.0% |
| 5Y | +151.7% | -36.7% | +188.4% | +147.0% |
| 10Y | +330.3% | +26.9% | +303.5% | +216.5% |
| All | +158.4% | +481.9% | -323.5% | -9.2% |
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