+292.3%
GDXJ vs CDW
-29.2%
+321.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -1.2% |
| 7D | +4.3% | -3.9% | +8.2% | +4.2% |
| 30D | +8.4% | +6.9% | +1.5% | +8.6% |
| 3M | +25.5% | +7.7% | +17.8% | +25.5% |
| 6M | -6.3% | +18.3% | -24.7% | -7.0% |
| YTD | +12.1% | +7.8% | +4.3% | +12.4% |
| 1Y | +51.1% | -12.2% | +63.2% | +54.6% |
| All | +292.3% | -29.2% | +321.5% | +306.8% |
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 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