+87.0%
CIFR vs GDXJ
+147.2%
-60.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.9% |
| 7D | +26.7% | +4.3% | +22.4% | +24.3% |
| 30D | +7.7% | +8.4% | -0.7% | +3.9% |
| 3M | -23.8% | +25.5% | -49.3% | -32.0% |
| 6M | +35.9% | -6.3% | +42.2% | +38.2% |
| YTD | +25.4% | +12.1% | +13.3% | +18.1% |
| 1Y | +139.8% | +51.1% | +88.7% | +98.4% |
| 3Y | +515.0% | +296.1% | +218.9% | +234.6% |
| 5Y | +52.1% | +228.1% | -176.0% | -15.7% |
| All | +87.0% | +147.2% | -60.2% | +4.4% |
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