+34.2%
CVS vs GDXJ
+221.5%
-187.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.1% |
| 7D | -2.0% | -6.2% | +4.3% | -1.7% |
| 30D | +1.9% | +4.6% | -2.7% | +1.6% |
| 3M | -2.2% | +31.3% | -33.5% | -3.7% |
| 6M | +26.7% | -10.7% | +37.4% | +27.0% |
| YTD | +22.9% | +9.1% | +13.8% | +21.6% |
| 1Y | +32.9% | +44.1% | -11.2% | +29.3% |
| 3Y | +62.3% | +285.4% | -223.1% | +46.6% |
| 5Y | +34.2% | +228.4% | -194.1% | +24.9% |
| All | +34.2% | +221.5% | -187.2% | +24.9% |
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