+180.6%
CEG vs GDXJ
+294.3%
-113.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +6.7% | +4.3% | +2.4% | +5.3% |
| 30D | +11.0% | +8.4% | +2.5% | +8.0% |
| 3M | +19.5% | +25.5% | -6.0% | +10.6% |
| 6M | -5.9% | -6.3% | +0.5% | -5.8% |
| YTD | -15.0% | +12.1% | -27.1% | -21.2% |
| 1Y | +0.6% | +51.1% | -50.4% | -16.9% |
| 3Y | +180.6% | +296.1% | -115.5% | +65.6% |
| All | +180.6% | +294.3% | -113.7% | +65.6% |
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