+322.0%
CMG vs GDXJ
+237.3%
+84.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -2.1% | -2.8% | +0.7% | -1.8% |
| 30D | +10.9% | +5.0% | +6.0% | +10.2% |
| 3M | +15.8% | +24.1% | -8.2% | +12.7% |
| 6M | +6.9% | -7.4% | +14.3% | +7.0% |
| YTD | -2.2% | +10.2% | -12.4% | -4.5% |
| 1Y | -7.1% | +42.5% | -49.6% | -12.3% |
| 3Y | -7.1% | +285.7% | -292.8% | -23.4% |
| 5Y | -4.8% | +231.9% | -236.6% | -21.3% |
| All | +322.0% | +237.3% | +84.7% | +258.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling