+177.3%
GDX vs FITB
+162.2%
+15.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.2% |
| 7D | +13.6% | -1.5% | +15.2% | +13.8% |
| 30D | +2.5% | +5.8% | -3.3% | +2.1% |
| 3M | +4.4% | -6.1% | +10.5% | +4.8% |
| 6M | -5.2% | +5.9% | -11.2% | -5.6% |
| YTD | +2.1% | +16.1% | -14.0% | +1.0% |
| 1Y | +24.7% | +28.8% | -4.1% | +22.5% |
| 3Y | +211.3% | +126.0% | +85.3% | +193.7% |
| 5Y | +186.7% | +45.3% | +141.4% | +175.9% |
| 10Y | +285.3% | +255.4% | +29.9% | +240.4% |
| All | +177.3% | +162.2% | +15.1% | +172.1% |
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