+228.1%
GDXJ vs CASY
+274.3%
-46.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 7D | +4.3% | -4.4% | +8.7% | +5.2% |
| 30D | +8.4% | -12.0% | +20.5% | +11.0% |
| 3M | +25.5% | -2.3% | +27.9% | +23.8% |
| 6M | -6.3% | +10.5% | -16.9% | -10.7% |
| YTD | +12.1% | +33.0% | -20.9% | +1.9% |
| 1Y | +51.1% | +41.1% | +9.9% | +35.0% |
| 3Y | +296.1% | +207.5% | +88.6% | +193.3% |
| 5Y | +228.1% | +290.7% | -62.6% | +135.6% |
| All | +228.1% | +274.3% | -46.2% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling