+505.7%
CIFR vs GDXJ
+297.3%
+208.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.3% | -10.0% | -9.5% |
| 7D | +11.3% | +0.9% | +10.4% | +10.8% |
| 30D | +3.5% | +8.8% | -5.3% | -1.1% |
| 3M | -26.6% | +29.8% | -56.5% | -37.5% |
| 6M | +18.1% | -5.8% | +23.9% | +19.6% |
| YTD | +14.5% | +13.6% | +0.9% | +5.1% |
| 1Y | +83.3% | +54.5% | +28.8% | +43.7% |
| All | +505.7% | +297.3% | +208.4% | +173.2% |
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