+224.9%
GDXJ vs CF
+57.7%
+167.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.8% |
| 7D | +13.4% | -3.2% | +16.6% | +13.4% |
| 30D | -1.3% | +4.3% | -5.6% | -1.2% |
| 3M | -1.5% | +2.8% | -4.3% | -1.3% |
| 6M | -12.2% | +0.6% | -12.8% | -12.1% |
| YTD | -5.3% | +56.6% | -61.9% | -14.1% |
| 1Y | +22.0% | +49.6% | -27.6% | +11.5% |
| 3Y | +224.9% | +61.5% | +163.5% | +172.1% |
| All | +224.9% | +57.7% | +167.2% | +172.1% |
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