+261.1%
GDXJ vs CAVA
+33.0%
+228.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.6% |
| 7D | -2.8% | -8.0% | +5.2% | -1.8% |
| 30D | +5.0% | -19.6% | +24.5% | +7.7% |
| 3M | +24.1% | -36.7% | +60.7% | +30.4% |
| 6M | -7.4% | -30.6% | +23.2% | -3.9% |
| YTD | +10.2% | -4.8% | +15.0% | +10.0% |
| 1Y | +42.5% | -13.1% | +55.7% | +43.0% |
| 3Y | +285.7% | +48.8% | +236.9% | +241.9% |
| All | +261.1% | +33.0% | +228.1% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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