+79.8%
GDXJ vs CAH
+1,100.2%
-1,020.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | -2.2% | +3.2% | +1.4% |
| 30D | +8.8% | +1.2% | +7.6% | +8.6% |
| 3M | +29.8% | +13.1% | +16.8% | +26.8% |
| 6M | -5.8% | +8.5% | -14.3% | -7.5% |
| YTD | +13.6% | +17.6% | -4.0% | +9.6% |
| 1Y | +54.5% | +60.7% | -6.2% | +39.6% |
| 3Y | +301.4% | +183.2% | +118.2% | +220.3% |
| 5Y | +236.3% | +402.2% | -165.8% | +137.7% |
| 10Y | +240.1% | +302.3% | -62.2% | +142.2% |
| All | +79.8% | +1,100.2% | -1,020.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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