+211.3%
GDX vs FICO
-24.3%
+235.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +13.6% | -0.9% | +14.6% | +13.6% |
| 30D | +2.5% | +3.3% | -0.8% | +2.2% |
| 3M | +4.4% | -31.7% | +36.1% | +5.9% |
| 6M | -5.2% | -34.0% | +28.7% | -4.4% |
| YTD | +2.1% | -58.3% | +60.5% | +5.8% |
| 1Y | +24.7% | -57.9% | +82.6% | +29.0% |
| 3Y | +211.3% | -24.1% | +235.3% | +199.2% |
| All | +211.3% | -24.3% | +235.6% | +199.2% |
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