+231.2%
GDXJ vs CB
+250.2%
-19.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -8.1% | +2.9% | -11.0% | -8.5% |
| 30D | -5.5% | +7.3% | -12.8% | -6.4% |
| 3M | -14.6% | +9.4% | -24.0% | -15.7% |
| 6M | -23.2% | +19.6% | -42.8% | -25.5% |
| YTD | -13.0% | +21.5% | -34.5% | -15.9% |
| 1Y | +2.8% | +28.0% | -25.3% | -1.7% |
| 3Y | +221.5% | +74.9% | +146.6% | +189.9% |
| 5Y | +123.4% | +108.1% | +15.2% | +94.1% |
| All | +231.2% | +250.2% | -19.0% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling