+70.2%
CIFR vs GDXJ
+143.1%
-72.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.7% | +5.2% |
| 7D | -5.0% | -2.8% | -2.2% | -3.7% |
| 30D | -5.7% | +5.0% | -10.7% | -7.6% |
| 3M | -25.5% | +24.1% | -49.6% | -33.4% |
| 6M | +19.4% | -7.4% | +26.8% | +22.2% |
| YTD | +14.2% | +10.2% | +3.9% | +8.4% |
| 1Y | +69.0% | +42.5% | +26.5% | +43.4% |
| 3Y | +503.9% | +285.7% | +218.2% | +232.6% |
| 5Y | +27.7% | +231.9% | -204.2% | -28.7% |
| All | +70.2% | +143.1% | -72.9% | -4.1% |
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