+215.1%
GDXJ vs FITB
+290.8%
-75.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | +5.0% | -5.7% | +10.6% | +5.6% |
| 3M | +24.1% | +3.2% | +20.9% | +23.5% |
| 6M | -7.4% | +23.4% | -30.8% | -9.6% |
| YTD | +10.2% | +18.8% | -8.6% | +7.8% |
| 1Y | +42.5% | +25.0% | +17.6% | +38.5% |
| 3Y | +285.7% | +131.2% | +154.5% | +247.5% |
| 5Y | +231.9% | +70.7% | +161.2% | +204.8% |
| All | +215.1% | +290.8% | -75.7% | +161.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling