+308.5%
CSCO vs GDXJ
+245.9%
+62.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.2% |
| 7D | +1.9% | -8.1% | +10.0% | +2.6% |
| 30D | -15.8% | -5.5% | -10.4% | -15.5% |
| 3M | -15.4% | -14.6% | -0.8% | -14.5% |
| 6M | -5.4% | -23.2% | +17.8% | -4.0% |
| YTD | +26.5% | -13.0% | +39.4% | +26.7% |
| 1Y | +25.9% | +2.8% | +23.1% | +24.6% |
| 3Y | +97.5% | +221.5% | -123.9% | +78.1% |
| 5Y | +93.0% | +123.4% | -30.3% | +75.8% |
| All | +308.5% | +245.9% | +62.5% | +269.7% |
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 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