+49.9%
GDX vs FITB
+23.4%
+26.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | +9.9% | -5.1% | +15.1% | +10.4% |
| 3M | +28.2% | +3.5% | +24.7% | +26.6% |
| 6M | -2.9% | +17.2% | -20.1% | -6.8% |
| YTD | +16.0% | +17.6% | -1.7% | +11.0% |
| 1Y | +49.9% | +23.4% | +26.5% | +43.5% |
| All | +49.9% | +23.4% | +26.5% | +43.5% |
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