+281.7%
GDXJ vs FITB
+129.2%
+152.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -6.2% | -1.0% | -5.2% | -6.0% |
| 30D | +4.6% | -5.5% | +10.1% | +5.7% |
| 3M | +31.3% | +4.1% | +27.2% | +29.8% |
| 6M | -10.7% | +18.7% | -29.4% | -14.0% |
| YTD | +9.1% | +18.2% | -9.1% | +4.7% |
| 1Y | +44.1% | +23.7% | +20.5% | +37.2% |
| All | +281.7% | +129.2% | +152.5% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling