+240.1%
GDXJ vs CF
+599.7%
-359.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | +0.9% | -0.8% | +1.8% | +1.1% |
| 30D | +8.8% | +14.3% | -5.5% | +6.7% |
| 3M | +29.8% | +27.9% | +2.0% | +24.8% |
| 6M | -5.8% | +25.5% | -31.3% | -10.8% |
| YTD | +13.6% | +81.2% | -67.6% | +0.3% |
| 1Y | +54.5% | +66.5% | -12.0% | +38.2% |
| 3Y | +301.4% | +76.7% | +224.7% | +249.8% |
| 5Y | +236.3% | +237.8% | -1.5% | +160.5% |
| 10Y | +240.1% | +619.9% | -379.8% | +127.9% |
| All | +240.1% | +599.7% | -359.6% | +127.9% |
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