+326.3%
GDX vs CCJ
+765.4%
-439.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.1% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | -2.1% | -13.2% | +11.1% | +1.4% |
| 3M | -7.5% | -27.6% | +20.1% | +0.3% |
| 6M | -15.2% | -38.7% | +23.5% | -4.0% |
| YTD | -4.8% | -22.7% | +17.9% | +2.5% |
| 1Y | +6.7% | -17.6% | +24.3% | +13.3% |
| 3Y | +212.7% | +62.7% | +150.0% | +178.7% |
| 5Y | +151.7% | +159.7% | -8.1% | +99.0% |
| All | +326.3% | +765.4% | -439.1% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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