+215.1%
GDXJ vs FISV
+3.1%
+212.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.4% | +0.3% |
| 7D | -2.8% | -2.7% | -0.1% | -2.5% |
| 30D | +5.0% | 0.0% | +4.9% | +4.8% |
| 3M | +24.1% | -2.8% | +26.9% | +23.8% |
| 6M | -7.4% | -11.8% | +4.5% | -6.4% |
| YTD | +10.2% | -23.2% | +33.4% | +13.6% |
| 1Y | +42.5% | -62.0% | +104.5% | +61.2% |
| 3Y | +285.7% | -57.6% | +343.3% | +307.6% |
| 5Y | +231.9% | -53.4% | +285.3% | +236.4% |
| All | +215.1% | +3.1% | +212.0% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling