+223.4%
GDXJ vs CASY
+159.8%
+63.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.5% |
| 7D | -4.9% | +2.5% | -7.4% | -5.3% |
| 30D | -10.0% | +10.2% | -20.2% | -11.4% |
| 3M | -16.6% | -15.7% | -0.9% | -14.4% |
| 6M | -23.3% | -18.4% | -4.9% | -20.5% |
| YTD | -12.4% | +28.3% | -40.7% | -21.6% |
| 1Y | +0.5% | +32.6% | -32.1% | -11.1% |
| All | +223.4% | +159.8% | +63.6% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling