+37.8%
GDXJ vs CASY
+2,434.0%
-2,396.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -8.1% | +3.6% | -11.6% | -8.5% |
| 30D | -5.5% | +9.1% | -14.5% | -6.7% |
| 3M | -14.6% | -16.5% | +2.0% | -12.7% |
| 6M | -23.2% | -19.7% | -3.5% | -21.5% |
| YTD | -13.0% | +29.3% | -42.2% | -17.6% |
| 1Y | +2.8% | +33.1% | -30.4% | -3.3% |
| 3Y | +221.5% | +158.5% | +63.0% | +173.3% |
| 5Y | +123.4% | +266.7% | -143.3% | +80.5% |
| 10Y | +238.2% | +553.5% | -315.3% | +153.8% |
| All | +37.8% | +2,434.0% | -2,396.2% | -30.8% |
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