+228.5%
GDXJ vs CF
+546.3%
-317.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +16.4% | -0.9% | +17.2% | +16.4% |
| 30D | -1.2% | +6.9% | -8.1% | -2.3% |
| 3M | -3.9% | +4.8% | -8.7% | -4.8% |
| 6M | -10.2% | +4.7% | -14.8% | -11.5% |
| YTD | -0.6% | +56.5% | -57.1% | -10.5% |
| 1Y | +24.3% | +48.4% | -24.1% | +12.9% |
| 3Y | +257.4% | +59.1% | +198.3% | +215.5% |
| 5Y | +166.5% | +109.5% | +56.9% | +123.0% |
| 10Y | +228.5% | +487.0% | -258.4% | +156.0% |
| All | +228.5% | +546.3% | -317.7% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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