+158.1%
GDXJ vs FICO
+81.4%
+76.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +13.4% | -0.9% | +14.4% | +13.5% |
| 30D | -1.3% | +3.3% | -4.6% | -2.0% |
| 3M | -1.5% | -31.7% | +30.2% | +1.9% |
| 6M | -12.2% | -34.0% | +21.7% | -9.9% |
| YTD | -5.3% | -58.3% | +53.0% | +3.4% |
| 1Y | +22.0% | -57.9% | +79.9% | +32.8% |
| 3Y | +224.9% | -24.1% | +249.0% | +197.0% |
| All | +158.1% | +81.4% | +76.6% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling