+57.3%
GDXJ vs CB
+872.7%
-815.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.0% |
| 7D | +16.4% | -1.5% | +17.9% | +16.8% |
| 30D | -1.2% | +6.5% | -7.7% | -2.7% |
| 3M | -3.9% | +4.1% | -7.9% | -4.9% |
| 6M | -10.2% | +14.4% | -24.6% | -13.5% |
| YTD | -0.6% | +17.5% | -18.1% | -5.3% |
| 1Y | +24.3% | +27.5% | -3.2% | +16.0% |
| 3Y | +257.4% | +71.6% | +185.8% | +205.9% |
| 5Y | +166.5% | +100.6% | +65.9% | +116.3% |
| 10Y | +228.5% | +243.0% | -14.5% | +113.6% |
| All | +57.3% | +872.7% | -815.4% | -48.1% |
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