+45.4%
GDXJ vs CB
+891.2%
-845.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -7.4% | +7.3% | -14.8% | -9.0% |
| 3M | -11.9% | +7.0% | -18.9% | -13.4% |
| 6M | -19.3% | +16.3% | -35.6% | -22.6% |
| YTD | -8.1% | +19.7% | -27.9% | -12.8% |
| 1Y | +9.1% | +27.8% | -18.7% | +1.7% |
| 3Y | +236.2% | +72.0% | +164.2% | +187.8% |
| 5Y | +136.3% | +104.9% | +31.5% | +90.9% |
| 10Y | +256.9% | +246.7% | +10.2% | +131.9% |
| All | +45.4% | +891.2% | -845.7% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling