+211.8%
GDXJ vs CASY
+464.4%
-252.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -6.2% | -17.2% | +11.0% | -3.5% |
| 30D | +4.6% | -24.4% | +29.0% | +9.2% |
| 3M | +31.3% | -31.4% | +62.7% | +39.0% |
| 6M | -10.7% | -8.9% | -1.8% | -11.0% |
| YTD | +9.1% | +13.8% | -4.8% | +4.1% |
| 1Y | +44.1% | +17.0% | +27.2% | +36.7% |
| 3Y | +285.4% | +163.1% | +122.3% | +215.3% |
| 5Y | +228.4% | +239.0% | -10.6% | +157.7% |
| All | +211.8% | +464.4% | -252.6% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CASY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling