+11.8%
CRM vs GDXJ
+285.5%
-273.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.9% |
| 7D | -4.4% | -2.8% | -1.6% | -4.3% |
| 30D | +28.1% | +5.0% | +23.2% | +27.8% |
| 3M | +48.8% | +24.1% | +24.8% | +47.3% |
| 6M | +28.3% | -7.4% | +35.6% | +29.1% |
| YTD | -6.0% | +10.2% | -16.2% | -7.3% |
| 1Y | +1.4% | +42.5% | -41.1% | -2.7% |
| 3Y | +11.8% | +285.7% | -273.9% | -7.7% |
| All | +11.8% | +285.5% | -273.6% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling