+238.9%
CRM vs GDXJ
+237.3%
+1.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.8% |
| 7D | -4.4% | -2.8% | -1.6% | -4.1% |
| 30D | +28.1% | +5.0% | +23.2% | +27.3% |
| 3M | +48.8% | +24.1% | +24.8% | +44.6% |
| 6M | +28.3% | -7.4% | +35.6% | +28.3% |
| YTD | -6.0% | +10.2% | -16.2% | -8.6% |
| 1Y | +1.4% | +42.5% | -41.1% | -5.2% |
| 3Y | +11.8% | +285.7% | -273.9% | -10.9% |
| 5Y | -2.0% | +231.9% | -233.9% | -21.6% |
| All | +238.9% | +237.3% | +1.6% | +172.4% |
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