+1,340.4%
CRWD vs GDXJ
+346.5%
+993.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.4% |
| 7D | -2.8% | -6.2% | +3.4% | -1.5% |
| 30D | -5.9% | +4.6% | -10.5% | -7.1% |
| 3M | +29.0% | +31.3% | -2.3% | +20.8% |
| 6M | +91.5% | -10.7% | +102.2% | +92.9% |
| YTD | +78.2% | +9.1% | +69.2% | +70.1% |
| 1Y | +96.6% | +44.1% | +52.5% | +75.0% |
| 3Y | +397.0% | +285.4% | +111.6% | +246.3% |
| 5Y | +218.9% | +228.4% | -9.5% | +125.3% |
| All | +1,340.4% | +346.5% | +993.9% | +743.0% |
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 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