+185.4%
GDX vs FITB
+44.6%
+140.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.3% |
| 7D | +13.6% | -1.5% | +15.2% | +13.9% |
| 30D | +2.5% | +5.8% | -3.3% | +1.8% |
| 3M | +4.4% | -6.1% | +10.5% | +5.1% |
| 6M | -5.2% | +5.9% | -11.2% | -6.1% |
| YTD | +2.1% | +16.1% | -14.0% | -0.1% |
| 1Y | +24.7% | +28.8% | -4.1% | +20.6% |
| 3Y | +211.3% | +126.0% | +85.3% | +176.3% |
| All | +185.4% | +44.6% | +140.8% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling