+134.7%
CEG vs GDXJ
+219.0%
-84.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +12.1% | -8.1% | +20.2% | +14.9% |
| 30D | +0.2% | -5.5% | +5.7% | +1.6% |
| 3M | +0.7% | -14.6% | +15.3% | +4.7% |
| 6M | +2.2% | -23.2% | +25.5% | +8.9% |
| YTD | -20.3% | -13.0% | -7.4% | -20.9% |
| 1Y | -16.1% | +2.8% | -18.8% | -21.9% |
| 3Y | +134.7% | +221.5% | -86.8% | +39.6% |
| All | +134.7% | +219.0% | -84.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling