+59.7%
GDXJ vs FICO
-39.1%
+98.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | -2.3% |
| 7D | +0.2% | -19.2% | +19.4% | +0.4% |
| 30D | +17.9% | -14.6% | +32.5% | +18.2% |
| 3M | +15.3% | -20.1% | +35.4% | +14.8% |
| 6M | -9.4% | -36.3% | +26.9% | -9.4% |
| YTD | +13.4% | -44.9% | +58.3% | +13.0% |
| 1Y | +59.7% | -38.6% | +98.3% | +58.5% |
| All | +59.7% | -39.1% | +98.7% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling