+79.5%
GDXJ vs CB
+811.5%
-732.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.1% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +17.9% | -3.1% | +21.0% | +18.6% |
| 3M | +15.3% | +9.0% | +6.4% | +12.4% |
| 6M | -9.4% | +2.9% | -12.3% | -10.6% |
| YTD | +13.4% | +10.1% | +3.3% | +9.8% |
| 1Y | +59.7% | +22.8% | +36.9% | +49.9% |
| 3Y | +283.6% | +73.8% | +209.8% | +226.3% |
| 5Y | +217.6% | +99.2% | +118.4% | +157.6% |
| 10Y | +225.7% | +218.2% | +7.4% | +116.1% |
| All | +79.5% | +811.5% | -732.0% | -39.8% |
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