+1,500.5%
CIEN vs GDXJ
+237.3%
+1,263.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.3% |
| 7D | +8.9% | -2.8% | +11.7% | +9.5% |
| 30D | -19.1% | +5.0% | -24.1% | -20.1% |
| 3M | -21.5% | +24.1% | -45.6% | -25.2% |
| 6M | +2.8% | -7.4% | +10.2% | +3.2% |
| YTD | +49.5% | +10.2% | +39.2% | +45.4% |
| 1Y | +163.8% | +42.5% | +121.3% | +146.0% |
| 3Y | +615.8% | +285.7% | +330.1% | +460.3% |
| 5Y | +548.4% | +231.9% | +316.5% | +406.7% |
| All | +1,500.5% | +237.3% | +1,263.2% | +1,116.4% |
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 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