+215.1%
GDXJ vs CAG
-36.2%
+251.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | -2.8% | -5.7% | +2.9% | -1.7% |
| 30D | +5.0% | -2.4% | +7.4% | +5.4% |
| 3M | +24.1% | +9.8% | +14.3% | +21.5% |
| 6M | -7.4% | -10.8% | +3.5% | -5.4% |
| YTD | +10.2% | -10.8% | +21.0% | +12.2% |
| 1Y | +42.5% | -19.0% | +61.5% | +47.6% |
| 3Y | +285.7% | -39.7% | +325.4% | +320.3% |
| 5Y | +231.9% | -43.0% | +274.8% | +263.6% |
| All | +215.1% | -36.2% | +251.3% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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