+79.8%
GDXJ vs CAG
+62.8%
+17.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.9% | -6.6% | +7.6% | +2.3% |
| 30D | +8.8% | +2.3% | +6.5% | +8.3% |
| 3M | +29.8% | +16.3% | +13.5% | +25.7% |
| 6M | -5.8% | -16.0% | +10.2% | -2.8% |
| YTD | +13.6% | -7.7% | +21.3% | +14.8% |
| 1Y | +54.5% | -16.0% | +70.5% | +58.7% |
| 3Y | +301.4% | -37.7% | +339.1% | +333.8% |
| 5Y | +236.3% | -41.2% | +277.6% | +265.6% |
| 10Y | +240.1% | -33.8% | +273.9% | +251.6% |
| All | +79.8% | +62.8% | +17.1% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling