+233.2%
GDXJ vs CDW
+315.4%
-82.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | -4.9% | +9.1% | -14.0% | -5.9% |
| 30D | -10.0% | +13.7% | -23.7% | -11.3% |
| 3M | -16.6% | +27.0% | -43.7% | -18.9% |
| 6M | -23.3% | +75.9% | -99.2% | -28.6% |
| YTD | -12.4% | +28.9% | -41.3% | -16.1% |
| 1Y | +0.5% | +19.6% | -19.2% | -2.6% |
| 3Y | +220.5% | -14.6% | +235.1% | +223.3% |
| 5Y | +124.7% | -3.2% | +127.9% | +119.1% |
| All | +233.2% | +315.4% | -82.2% | +215.8% |
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