-35.3%
CMCSA vs GDXJ
+297.3%
-332.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.3% | -7.9% | -6.6% |
| 7D | -8.3% | +0.9% | -9.2% | -8.3% |
| 30D | -2.4% | +8.8% | -11.2% | -2.5% |
| 3M | +4.5% | +29.8% | -25.3% | +4.3% |
| 6M | -18.8% | -5.8% | -13.0% | -18.5% |
| YTD | -8.9% | +13.6% | -22.5% | -9.2% |
| 1Y | -18.3% | +54.5% | -72.8% | -19.7% |
| All | -35.3% | +297.3% | -332.6% | -42.3% |
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