+260.9%
GDX vs FICO
+4.8%
+256.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | -1.3% |
| 7D | -0.4% | -19.2% | +18.8% | +0.7% |
| 30D | +18.6% | -14.6% | +33.2% | +19.6% |
| 3M | +14.9% | -20.1% | +35.0% | +15.5% |
| 6M | -6.3% | -36.3% | +30.1% | -4.3% |
| YTD | +15.7% | -44.9% | +60.6% | +19.4% |
| 1Y | +54.8% | -38.6% | +93.5% | +57.2% |
| All | +260.9% | +4.8% | +256.1% | +210.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling