+380.1%
CVS vs GDXJ
+73.6%
+306.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.6% | +4.3% | -5.9% | -1.8% |
| 30D | +0.4% | +8.4% | -8.0% | 0.0% |
| 3M | -0.4% | +25.5% | -25.9% | -1.6% |
| 6M | +25.1% | -6.3% | +31.5% | +25.1% |
| YTD | +23.9% | +12.1% | +11.8% | +22.6% |
| 1Y | +41.1% | +51.1% | -10.0% | +37.4% |
| 3Y | +63.6% | +296.1% | -232.5% | +51.4% |
| 5Y | +31.5% | +228.1% | -196.6% | +21.9% |
| 10Y | +40.5% | +211.8% | -171.3% | +28.6% |
| All | +380.1% | +73.6% | +306.4% | +348.2% |
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