-16.2%
CDNS vs GDXJ
+58.9%
-75.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.6% |
| 7D | -14.0% | +0.2% | -14.2% | -14.0% |
| 30D | -13.2% | +17.9% | -31.0% | -15.5% |
| 3M | -28.9% | +15.3% | -44.2% | -30.8% |
| 6M | -4.2% | -9.4% | +5.3% | -4.4% |
| YTD | -6.4% | +13.4% | -19.8% | -8.1% |
| 1Y | -16.2% | +59.7% | -75.9% | -24.3% |
| All | -16.2% | +58.9% | -75.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling