-23.3%
GDXJ vs CASY
-19.3%
-4.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.9% |
| 7D | -4.9% | +2.5% | -7.4% | -4.4% |
| 30D | -10.0% | +10.2% | -20.2% | -8.1% |
| 3M | -16.6% | -15.7% | -0.9% | -19.5% |
| 6M | -23.3% | -18.4% | -4.9% | -26.2% |
| All | -23.3% | -19.3% | -4.0% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling