+49.9%
GDXJ vs FICO
+3,811.1%
-3,761.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +13.4% | -0.9% | +14.4% | +13.6% |
| 30D | -1.3% | +3.3% | -4.6% | -2.5% |
| 3M | -1.5% | -31.7% | +30.2% | +3.8% |
| 6M | -12.2% | -34.0% | +21.7% | -8.2% |
| YTD | -5.3% | -58.3% | +53.0% | +7.7% |
| 1Y | +22.0% | -57.9% | +79.9% | +38.3% |
| 3Y | +224.9% | -24.1% | +249.0% | +206.4% |
| 5Y | +160.6% | +85.3% | +75.3% | +91.7% |
| 10Y | +203.0% | +520.3% | -317.3% | +52.5% |
| All | +49.9% | +3,811.1% | -3,761.1% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling