+612.0%
CSCO vs GDXJ
+75.7%
+536.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -0.7% | +0.2% | -0.8% | -0.7% |
| 30D | -10.1% | +17.9% | -28.0% | -11.4% |
| 3M | -15.7% | +15.3% | -31.0% | -16.9% |
| 6M | +36.3% | -9.4% | +45.7% | +36.5% |
| YTD | +43.8% | +13.4% | +30.4% | +41.2% |
| 1Y | +63.9% | +59.7% | +4.3% | +56.1% |
| 3Y | +104.4% | +283.6% | -179.2% | +79.7% |
| 5Y | +111.4% | +217.6% | -106.2% | +86.4% |
| 10Y | +361.7% | +225.7% | +136.0% | +294.5% |
| All | +612.0% | +75.7% | +536.3% | +521.5% |
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 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