+315.3%
GDX vs FITB
+282.4%
+32.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | +9.9% | -5.1% | +15.1% | +10.2% |
| 3M | +28.2% | +3.5% | +24.7% | +27.9% |
| 6M | -2.9% | +17.2% | -20.1% | -3.8% |
| YTD | +16.0% | +17.6% | -1.7% | +14.8% |
| 1Y | +49.9% | +23.4% | +26.5% | +48.0% |
| 3Y | +263.6% | +129.7% | +133.8% | +247.1% |
| 5Y | +233.6% | +68.4% | +165.2% | +220.3% |
| 10Y | +315.3% | +285.6% | +29.7% | +284.6% |
| All | +315.3% | +282.4% | +32.9% | +284.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling