+124.7%
GDXJ vs FICO
+87.6%
+37.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.5% |
| 7D | -4.9% | +1.4% | -6.3% | -5.1% |
| 30D | -10.0% | -0.8% | -9.2% | -10.1% |
| 3M | -16.6% | -31.3% | +14.7% | -13.7% |
| 6M | -23.3% | -33.9% | +10.7% | -21.1% |
| YTD | -12.4% | -57.6% | +45.1% | -4.5% |
| 1Y | +0.5% | -59.7% | +60.1% | +10.4% |
| 3Y | +220.5% | -28.0% | +248.5% | +196.7% |
| 5Y | +124.7% | +91.0% | +33.8% | +64.2% |
| All | +124.7% | +87.6% | +37.2% | +64.2% |
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 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