+1,899.7%
CMG vs GDXJ
+76.0%
+1,823.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.6% |
| 7D | -6.5% | +0.9% | -7.4% | -6.6% |
| 30D | +12.1% | +8.8% | +3.3% | +11.2% |
| 3M | +20.6% | +29.8% | -9.3% | +17.5% |
| 6M | +2.1% | -5.8% | +7.9% | +2.0% |
| YTD | -2.6% | +13.6% | -16.2% | -4.7% |
| 1Y | -8.7% | +54.5% | -63.2% | -13.4% |
| 3Y | -7.4% | +301.4% | -308.8% | -20.3% |
| 5Y | -5.7% | +236.3% | -242.0% | -18.5% |
| 10Y | +322.3% | +240.1% | +82.3% | +258.7% |
| All | +1,899.7% | +76.0% | +1,823.7% | +1,611.3% |
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 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