+236.3%
GDXJ vs CDW
-23.8%
+260.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.9% | -4.2% | +5.2% | +1.3% |
| 30D | +8.8% | +4.9% | +4.0% | +8.4% |
| 3M | +29.8% | +7.3% | +22.6% | +28.3% |
| 6M | -5.8% | +19.2% | -25.0% | -9.3% |
| YTD | +13.6% | +6.2% | +7.4% | +11.6% |
| 1Y | +54.5% | -14.0% | +68.5% | +57.9% |
| 3Y | +301.4% | -30.0% | +331.4% | +321.5% |
| 5Y | +236.3% | -23.6% | +259.9% | +219.2% |
| All | +236.3% | -23.8% | +260.1% | +219.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling