+171.4%
GDX vs FICO
+1,864.3%
-1,692.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -2.8% | +1.7% | -4.5% | -3.5% |
| 3M | +2.5% | -35.2% | +37.7% | +7.7% |
| 6M | -0.1% | -33.7% | +33.6% | +3.6% |
| YTD | 0.0% | -58.2% | +58.1% | +10.5% |
| 1Y | +22.2% | -56.6% | +78.8% | +34.1% |
| 3Y | +201.4% | -24.0% | +225.4% | +190.6% |
| 5Y | +180.6% | +86.1% | +94.6% | +125.4% |
| 10Y | +277.2% | +522.8% | -245.6% | +129.8% |
| All | +171.4% | +1,864.3% | -1,692.9% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling