-23.3%
GDXJ vs FICO
-34.2%
+10.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.7% |
| 7D | -4.9% | +1.4% | -6.3% | -4.9% |
| 30D | -10.0% | -0.8% | -9.2% | -10.1% |
| 3M | -16.6% | -31.3% | +14.7% | -15.1% |
| 6M | -23.3% | -33.9% | +10.7% | -26.7% |
| All | -23.3% | -34.2% | +10.9% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling