+285.7%
GDXJ vs CBOE
+89.1%
+196.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +0.9% |
| 7D | -2.8% | -5.8% | +3.0% | -3.1% |
| 30D | +5.0% | -3.1% | +8.1% | +4.8% |
| 3M | +24.1% | -4.8% | +28.8% | +24.1% |
| 6M | -7.4% | -0.6% | -6.8% | -7.5% |
| YTD | +10.2% | +12.8% | -2.6% | +8.2% |
| 1Y | +42.5% | +19.8% | +22.8% | +39.1% |
| 3Y | +285.7% | +86.9% | +198.8% | +279.8% |
| All | +285.7% | +89.1% | +196.6% | +279.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling