+77.5%
GDXJ vs FITB
+832.7%
-755.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +4.3% | +2.8% | +1.5% | +3.9% |
| 30D | +8.4% | -4.5% | +13.0% | +9.1% |
| 3M | +25.5% | +5.7% | +19.9% | +24.4% |
| 6M | -6.3% | +17.1% | -23.4% | -8.5% |
| YTD | +12.1% | +18.3% | -6.2% | +9.2% |
| 1Y | +51.1% | +23.9% | +27.2% | +46.0% |
| 3Y | +296.1% | +131.1% | +165.0% | +247.8% |
| 5Y | +228.1% | +71.1% | +157.0% | +195.6% |
| 10Y | +211.8% | +283.9% | -72.1% | +130.6% |
| All | +77.5% | +832.7% | -755.3% | -4.7% |
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