+159.0%
GDX vs CCJ
+136.4%
+22.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -2.8% |
| 7D | -4.6% | +5.0% | -9.6% | -6.2% |
| 30D | -6.2% | -16.7% | +10.5% | -0.1% |
| 3M | -10.0% | -27.5% | +17.5% | +0.6% |
| 6M | -15.8% | -38.6% | +22.9% | 0.0% |
| YTD | -4.6% | -21.5% | +17.0% | +3.9% |
| 1Y | +4.0% | -22.3% | +26.3% | +13.4% |
| 3Y | +211.1% | +69.9% | +141.2% | +143.4% |
| 5Y | +152.3% | +163.6% | -11.3% | +58.3% |
| 10Y | +331.4% | +782.3% | -450.9% | +36.7% |
| All | +159.0% | +136.4% | +22.6% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling