+326.3%
GDX vs FICO
+527.0%
-200.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -6.8% | +2.2% | -9.0% | -7.0% |
| 30D | -2.1% | +0.1% | -2.2% | -2.3% |
| 3M | -7.5% | -35.2% | +27.6% | -4.0% |
| 6M | -15.2% | -32.4% | +17.2% | -13.1% |
| YTD | -4.8% | -57.4% | +52.6% | +2.5% |
| 1Y | +6.7% | -58.5% | +65.3% | +15.3% |
| 3Y | +212.7% | -28.9% | +241.6% | +203.9% |
| 5Y | +151.7% | +91.7% | +59.9% | +107.8% |
| All | +326.3% | +527.0% | -200.7% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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