+59.7%
GDXJ vs FISV
-61.2%
+120.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +0.2% | -0.3% | +0.5% | +0.1% |
| 30D | +17.9% | -2.1% | +19.9% | +17.8% |
| 3M | +15.3% | -5.7% | +21.1% | +15.3% |
| 6M | -9.4% | -15.3% | +5.9% | -9.5% |
| YTD | +13.4% | -21.1% | +34.5% | +13.2% |
| 1Y | +59.7% | -61.1% | +120.7% | +57.0% |
| All | +59.7% | -61.2% | +120.8% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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