+2,639.1%
CIEN vs GDXJ
+73.6%
+2,565.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.5% |
| 7D | -5.3% | +4.3% | -9.6% | -6.2% |
| 30D | -17.2% | +8.4% | -25.7% | -18.7% |
| 3M | -26.9% | +25.5% | -52.4% | -30.3% |
| 6M | +16.0% | -6.3% | +22.4% | +16.5% |
| YTD | +45.9% | +12.1% | +33.8% | +41.7% |
| 1Y | +186.8% | +51.1% | +135.7% | +164.7% |
| 3Y | +607.8% | +296.1% | +311.7% | +445.9% |
| 5Y | +506.7% | +228.1% | +278.6% | +371.6% |
| 10Y | +1,438.7% | +211.8% | +1,226.9% | +1,031.6% |
| All | +2,639.1% | +73.6% | +2,565.4% | +2,074.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling