-10.7%
CMG vs GDXJ
+58.9%
-69.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | +7.1% | +17.9% | -10.7% | +5.8% |
| 3M | +31.2% | +15.3% | +15.8% | +29.0% |
| 6M | +0.7% | -9.4% | +10.1% | +0.3% |
| YTD | -0.1% | +13.4% | -13.5% | -1.4% |
| 1Y | -10.7% | +59.7% | -70.4% | -7.5% |
| All | -10.7% | +58.9% | -69.7% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling