+446.9%
CMCSA vs GDXJ
+73.6%
+373.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +0.1% | +4.3% | -4.2% | -0.2% |
| 30D | +3.8% | +8.4% | -4.6% | +3.2% |
| 3M | +12.3% | +25.5% | -13.2% | +10.4% |
| 6M | -15.4% | -6.3% | -9.1% | -15.5% |
| YTD | -2.5% | +12.1% | -14.6% | -4.1% |
| 1Y | -13.4% | +51.1% | -64.4% | -16.8% |
| 3Y | -30.4% | +296.1% | -326.4% | -38.4% |
| 5Y | -45.0% | +228.1% | -273.1% | -51.2% |
| 10Y | +10.2% | +211.8% | -201.6% | -4.6% |
| All | +446.9% | +73.6% | +373.3% | +391.2% |
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 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