+38.6%
GDXJ vs CASY
+2,414.6%
-2,376.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 3M | -16.6% | -15.7% | -0.9% | -14.9% |
| 6M | -23.3% | -18.4% | -4.9% | -21.8% |
| YTD | -12.4% | +28.3% | -40.7% | -17.1% |
| 1Y | +0.5% | +32.6% | -32.1% | -5.4% |
| 3Y | +220.5% | +159.5% | +61.0% | +172.3% |
| 5Y | +124.7% | +263.9% | -139.2% | +81.8% |
| 10Y | +240.2% | +548.5% | -308.3% | +155.6% |
| All | +38.6% | +2,414.6% | -2,376.0% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling