+359.9%
CSCO vs GDXJ
+233.7%
+126.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.5% |
| 7D | -1.1% | -6.2% | +5.1% | -0.6% |
| 30D | -10.8% | +4.6% | -15.4% | -11.2% |
| 3M | -9.2% | +31.3% | -40.5% | -11.3% |
| 6M | +39.5% | -10.7% | +50.2% | +39.9% |
| YTD | +41.5% | +9.1% | +32.4% | +39.6% |
| 1Y | +61.0% | +44.1% | +16.8% | +55.3% |
| 3Y | +105.2% | +285.4% | -180.2% | +83.1% |
| 5Y | +113.4% | +228.4% | -114.9% | +90.2% |
| All | +359.9% | +233.7% | +126.1% | +317.3% |
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 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