-46.7%
CMCSA vs GDXJ
+221.5%
-268.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.3% | +2.5% |
| 7D | -5.6% | -6.2% | +0.7% | -5.3% |
| 30D | -1.9% | +4.6% | -6.5% | -2.2% |
| 3M | +6.4% | +31.3% | -24.8% | +4.7% |
| 6M | -16.9% | -10.7% | -6.2% | -16.5% |
| YTD | -6.8% | +9.1% | -15.9% | -8.0% |
| 1Y | -15.9% | +44.1% | -60.0% | -19.2% |
| 3Y | -33.4% | +285.4% | -318.8% | -43.3% |
| 5Y | -46.7% | +228.4% | -275.1% | -54.7% |
| All | -46.7% | +221.5% | -268.2% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling