+24.8%
GDX vs FITB
+36.9%
-12.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.5% |
| 7D | +0.8% | +2.3% | -1.6% | +0.1% |
| 30D | -3.2% | +7.7% | -11.0% | -5.3% |
| 3M | +8.6% | -4.5% | +13.1% | +9.3% |
| 6M | -1.2% | +12.5% | -13.7% | -6.3% |
| YTD | -1.4% | +19.8% | -21.2% | -13.0% |
| 1Y | +24.8% | +34.1% | -9.4% | +5.7% |
| All | +24.8% | +36.9% | -12.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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