+224.9%
GDXJ vs FICO
-24.3%
+249.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +13.4% | -0.9% | +14.4% | +13.5% |
| 30D | -1.3% | +3.3% | -4.6% | -1.7% |
| 3M | -1.5% | -31.7% | +30.2% | +0.4% |
| 6M | -12.2% | -34.0% | +21.7% | -11.2% |
| YTD | -5.3% | -58.3% | +53.0% | -0.8% |
| 1Y | +22.0% | -57.9% | +79.9% | +27.6% |
| 3Y | +224.9% | -24.1% | +249.0% | +194.2% |
| All | +224.9% | -24.3% | +249.2% | +194.2% |
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