+233.2%
GDXJ vs CF
+478.3%
-245.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.0% | -4.9% |
| 7D | -4.9% | +5.4% | -10.3% | -5.6% |
| 30D | -10.0% | +6.5% | -16.5% | -10.9% |
| 3M | -16.6% | +4.6% | -21.3% | -17.4% |
| 6M | -23.3% | -3.3% | -20.0% | -23.5% |
| YTD | -12.4% | +63.9% | -76.3% | -21.9% |
| 1Y | +0.5% | +50.4% | -50.0% | -9.0% |
| 3Y | +220.5% | +68.2% | +152.2% | +179.9% |
| 5Y | +124.7% | +113.8% | +10.9% | +86.7% |
| All | +233.2% | +478.3% | -245.1% | +142.6% |
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