+239.3%
GDXJ vs CDW
-14.3%
+253.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.7% |
| 7D | +0.3% | +2.6% | -2.3% | +0.2% |
| 30D | -7.4% | +20.4% | -27.8% | -7.6% |
| 3M | -11.9% | +28.5% | -40.3% | -11.8% |
| 6M | -19.3% | +70.6% | -89.9% | -19.3% |
| YTD | -8.1% | +29.1% | -37.2% | -7.9% |
| 1Y | +9.1% | +23.8% | -14.7% | +9.9% |
| All | +239.3% | -14.3% | +253.6% | +253.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling