+214.2%
GDX vs FICO
+2,488.7%
-2,274.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | +0.4% |
| 7D | -0.4% | -19.2% | +18.8% | +2.7% |
| 30D | +18.6% | -14.6% | +33.2% | +21.2% |
| 3M | +14.9% | -20.1% | +35.0% | +17.7% |
| 6M | -6.3% | -36.3% | +30.1% | -1.3% |
| YTD | +15.7% | -44.9% | +60.6% | +24.4% |
| 1Y | +54.8% | -38.6% | +93.5% | +62.3% |
| 3Y | +253.4% | +4.0% | +249.5% | +228.9% |
| 5Y | +219.7% | +99.5% | +120.1% | +158.9% |
| 10Y | +300.2% | +604.7% | -304.5% | +144.4% |
| All | +214.2% | +2,488.7% | -2,274.6% | +21.3% |
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