+75.8%
CDNS vs GDXJ
+229.9%
-154.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -1.1% | -2.8% | +1.7% | -0.6% |
| 30D | -10.4% | +5.0% | -15.4% | -11.5% |
| 3M | -24.6% | +24.1% | -48.7% | -28.4% |
| 6M | -1.6% | -7.4% | +5.7% | -1.4% |
| YTD | -7.4% | +10.2% | -17.6% | -11.2% |
| 1Y | -18.4% | +42.5% | -61.0% | -26.8% |
| 3Y | +19.0% | +285.7% | -266.8% | -18.4% |
| All | +75.8% | +229.9% | -154.1% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling