+228.4%
GDXJ vs CAG
-42.8%
+271.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.7% |
| 7D | -6.2% | -5.9% | -0.3% | -5.6% |
| 30D | +4.6% | -1.5% | +6.2% | +4.8% |
| 3M | +31.3% | +11.5% | +19.8% | +29.9% |
| 6M | -10.7% | -15.7% | +5.0% | -8.9% |
| YTD | +9.1% | -10.2% | +19.3% | +10.6% |
| 1Y | +44.1% | -18.1% | +62.2% | +47.5% |
| 3Y | +285.4% | -39.4% | +324.8% | +305.2% |
| 5Y | +228.4% | -42.6% | +271.0% | +258.4% |
| All | +228.4% | -42.8% | +271.2% | +258.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling