+215.1%
GDXJ vs CBOE
+368.5%
-153.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | -2.8% | -5.8% | +3.0% | -1.9% |
| 30D | +5.0% | -3.1% | +8.1% | +5.3% |
| 3M | +24.1% | -4.8% | +28.8% | +24.2% |
| 6M | -7.4% | -0.6% | -6.8% | -8.6% |
| YTD | +10.2% | +12.8% | -2.6% | +5.6% |
| 1Y | +42.5% | +19.8% | +22.8% | +34.7% |
| 3Y | +285.7% | +86.9% | +198.8% | +227.8% |
| 5Y | +231.9% | +136.5% | +95.3% | +164.3% |
| All | +215.1% | +368.5% | -153.4% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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