+209.5%
GDXJ vs FICO
+606.0%
-396.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | +0.1% |
| 7D | +0.2% | -19.2% | +19.4% | +3.4% |
| 30D | +17.9% | -14.6% | +32.5% | +20.5% |
| 3M | +15.3% | -20.1% | +35.4% | +18.1% |
| 6M | -9.4% | -36.3% | +26.9% | -4.4% |
| YTD | +13.4% | -44.9% | +58.3% | +22.5% |
| 1Y | +59.7% | -38.6% | +98.3% | +67.5% |
| 3Y | +283.6% | +4.0% | +279.6% | +248.5% |
| 5Y | +217.6% | +99.5% | +118.1% | +145.1% |
| All | +209.5% | +606.0% | -396.5% | +123.0% |
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