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  • CRM vs GDXJ✓SelectedUSD · GDXJCRM vs GDXJ performance historyLatest closeAs of+1.94%09/11
Stock and ETF performance explorer

CRM vs GDXJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,486.7%
GDXJ return
+70.7%
Excess return
+1,415.9%
Maximum drawdown
-58.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDXJExcessAlpha
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%+28.1%
YTD-6.0%+10.2%-16.2%-8.6%
1Y+1.4%+42.5%-41.1%-4.8%
3Y+11.8%+285.7%-273.9%-9.1%
5Y-2.0%+231.9%-233.9%-19.9%
10Y+239.6%+230.0%+9.6%+168.1%
All+1,486.7%+70.7%+1,415.9%+1,202.3%

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