+233.7%
GDXJ vs FICO
+535.6%
-301.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -6.9% | -6.1% |
| 7D | +11.8% | +0.9% | +10.9% | +11.6% |
| 30D | -7.1% | +9.4% | -16.6% | -8.7% |
| 3M | -10.5% | -30.4% | +19.9% | -6.9% |
| 6M | -15.5% | -35.1% | +19.6% | -12.2% |
| YTD | -6.6% | -56.8% | +50.2% | +3.1% |
| 1Y | +11.3% | -58.4% | +69.7% | +23.5% |
| 3Y | +242.0% | -26.7% | +268.7% | +226.4% |
| 5Y | +147.7% | +88.0% | +59.7% | +90.2% |
| 10Y | +233.7% | +545.7% | -312.0% | +147.7% |
| All | +233.7% | +535.6% | -301.9% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling