+319.2%
GDX vs FITB
+231.2%
+88.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +11.5% | +0.5% | +11.0% | +11.4% |
| 30D | -3.1% | +7.0% | -10.1% | -3.5% |
| 3M | -4.4% | -4.4% | -0.1% | -4.2% |
| 6M | -8.6% | +11.6% | -20.1% | -9.2% |
| YTD | +0.8% | +18.6% | -17.8% | -0.3% |
| 1Y | +14.7% | +29.8% | -15.2% | +12.9% |
| 3Y | +228.8% | +140.7% | +88.1% | +212.8% |
| 5Y | +173.4% | +48.6% | +124.7% | +162.7% |
| 10Y | +319.2% | +224.4% | +94.8% | +325.8% |
| All | +319.2% | +231.2% | +88.0% | +325.8% |
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