+604.3%
CEG vs GDXJ
+228.1%
+376.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -4.8% | -2.8% | -1.9% | -4.0% |
| 30D | +2.3% | +5.0% | -2.6% | +0.6% |
| 3M | +15.6% | +24.1% | -8.5% | +7.8% |
| 6M | -5.0% | -7.4% | +2.3% | -4.6% |
| YTD | -19.0% | +10.2% | -29.3% | -24.0% |
| 1Y | -10.0% | +42.5% | -52.5% | -22.5% |
| 3Y | +163.9% | +285.7% | -121.8% | +64.2% |
| All | +604.3% | +228.1% | +376.2% | +360.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling