Derek Jeter going out his way, thanks fans in ad accompanied by Frank Sinatra's 'My Way'

Derek Jeter is going out his way.

On the first day of the final regular-season homestand for the New York Yankees' captain, Gatorade began running a 90-second advertisement showing Jeter walking around the Bronx neighborhood outside Yankee Stadium. Shot in black and white, the ad is accompanied by Frank Sinatra's recording of "My Way."

Before the Yankees played Toronto on Thursday night, Jeter said he picked the music.

"I've always liked the song. I thought it was fitting," he said. "I'm happy we were able to use it."

The ad was created by TBWA(backslash)Chiat(backslash)Day. Jeter said it took about 30 minutes to record him interacting with surprised fans.

"It's sort of a way to thank them for what they meant to me," he said. "It was a fun experience."