+257.4%
GDXJ vs CAVA
+28.6%
+228.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | -3.4% |
| 7D | -6.2% | -12.4% | +6.2% | -4.7% |
| 30D | +4.6% | -11.2% | +15.8% | +6.1% |
| 3M | +31.3% | -33.8% | +65.1% | +37.3% |
| 6M | -10.7% | -32.5% | +21.8% | -7.0% |
| YTD | +9.1% | -8.0% | +17.1% | +9.3% |
| 1Y | +44.1% | -17.1% | +61.3% | +45.4% |
| 3Y | +285.4% | +37.8% | +247.6% | +245.1% |
| All | +257.4% | +28.6% | +228.8% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling