+204.7%
GDX vs FICO
-24.0%
+228.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -2.8% | +1.7% | -4.5% | -3.0% |
| 3M | +2.5% | -35.2% | +37.7% | +4.1% |
| 6M | -0.1% | -33.7% | +33.6% | +0.8% |
| YTD | 0.0% | -58.2% | +58.1% | +3.6% |
| 1Y | +22.2% | -56.6% | +78.8% | +26.2% |
| All | +204.7% | -24.0% | +228.7% | +192.8% |
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