+257.4%
GDXJ vs CB
+71.0%
+186.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +4.9% |
| 7D | +16.4% | -1.5% | +17.9% | +16.2% |
| 30D | -1.2% | +6.5% | -7.7% | -0.7% |
| 3M | -3.9% | +4.1% | -7.9% | -3.5% |
| 6M | -10.2% | +14.4% | -24.6% | -9.8% |
| YTD | -0.6% | +17.5% | -18.1% | -0.7% |
| 1Y | +24.3% | +27.5% | -3.2% | +22.6% |
| 3Y | +257.4% | +71.6% | +185.8% | +267.5% |
| All | +257.4% | +71.0% | +186.4% | +267.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling