+301.1%
GDXJ vs CF
+77.0%
+224.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.5% |
| 7D | +0.2% | +6.0% | -5.8% | +0.1% |
| 30D | +17.9% | +14.8% | +3.0% | +17.7% |
| 3M | +15.3% | +14.1% | +1.3% | +15.0% |
| 6M | -9.4% | +28.5% | -38.0% | -13.1% |
| YTD | +13.4% | +74.9% | -61.5% | +2.3% |
| 1Y | +59.7% | +61.7% | -2.0% | +45.8% |
| All | +301.1% | +77.0% | +224.1% | +239.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling