+114.8%
CSCO vs GDXJ
+229.7%
-114.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | 0.0% | +0.9% | -1.0% | -0.1% |
| 30D | -10.7% | +8.8% | -19.5% | -11.6% |
| 3M | -8.7% | +29.8% | -38.6% | -11.5% |
| 6M | +44.9% | -5.8% | +50.7% | +44.7% |
| YTD | +44.1% | +13.6% | +30.5% | +40.9% |
| 1Y | +65.9% | +54.5% | +11.4% | +56.4% |
| 3Y | +109.0% | +301.4% | -192.4% | +75.4% |
| 5Y | +114.8% | +236.3% | -121.6% | +78.5% |
| All | +114.8% | +229.7% | -114.9% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling