+239.3%
GDXJ vs FICO
-27.0%
+266.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | +0.3% | +4.0% | -3.7% | +0.1% |
| 30D | -7.4% | -1.5% | -5.9% | -7.5% |
| 3M | -11.9% | -29.8% | +17.9% | -10.3% |
| 6M | -19.3% | -33.3% | +14.0% | -18.3% |
| YTD | -8.1% | -56.9% | +48.7% | -3.7% |
| 1Y | +9.1% | -59.5% | +68.5% | +15.0% |
| All | +239.3% | -27.0% | +266.3% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling