+214.2%
GDX vs FITB
+169.0%
+45.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | +18.6% | -4.7% | +23.4% | +19.0% |
| 3M | +14.9% | +6.7% | +8.2% | +14.3% |
| 6M | -6.3% | +12.6% | -18.8% | -7.0% |
| YTD | +15.7% | +19.1% | -3.4% | +14.3% |
| 1Y | +54.8% | +22.6% | +32.2% | +52.5% |
| 3Y | +253.4% | +127.1% | +126.3% | +233.1% |
| 5Y | +219.7% | +71.8% | +147.8% | +204.3% |
| 10Y | +300.2% | +287.2% | +13.0% | +251.4% |
| All | +214.2% | +169.0% | +45.2% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling