+353.0%
GDXJ vs CDW
+903.1%
-550.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +0.2% | +3.2% | -3.0% | -0.1% |
| 30D | +17.9% | +9.3% | +8.6% | +16.9% |
| 3M | +15.3% | +9.8% | +5.5% | +14.0% |
| 6M | -9.4% | +23.3% | -32.8% | -12.3% |
| YTD | +13.4% | +13.7% | -0.2% | +10.8% |
| 1Y | +59.7% | -6.5% | +66.1% | +59.8% |
| 3Y | +283.6% | -25.2% | +308.8% | +291.4% |
| 5Y | +217.6% | -19.5% | +237.1% | +216.8% |
| 10Y | +225.7% | +285.8% | -60.2% | +204.3% |
| All | +353.0% | +903.1% | -550.1% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling