+18.4%
GDXJ vs FICO
-58.5%
+77.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.9% |
| 7D | +16.4% | -0.1% | +16.4% | +16.4% |
| 30D | -1.2% | +8.4% | -9.6% | -1.3% |
| 3M | -3.9% | -30.5% | +26.6% | -3.0% |
| 6M | -10.2% | -35.7% | +25.6% | -10.2% |
| YTD | -0.6% | -57.2% | +56.6% | -0.8% |
| All | +18.4% | -58.5% | +77.0% | +18.6% |
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