+215.1%
GDXJ vs CDW
+300.6%
-85.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.8% | +0.3% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | +5.0% | +13.1% | -8.1% | +3.6% |
| 3M | +24.1% | +19.7% | +4.4% | +21.1% |
| 6M | -7.4% | +30.7% | -38.1% | -11.4% |
| YTD | +10.2% | +14.7% | -4.5% | +7.2% |
| 1Y | +42.5% | -5.3% | +47.9% | +42.6% |
| 3Y | +285.7% | -23.8% | +309.6% | +294.2% |
| 5Y | +231.9% | -16.8% | +248.7% | +229.4% |
| All | +215.1% | +300.6% | -85.5% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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