+228.1%
GDXJ vs CF
+222.3%
+5.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | +8.4% | +18.1% | -9.6% | +6.2% |
| 3M | +25.5% | +23.4% | +2.2% | +21.9% |
| 6M | -6.3% | +17.1% | -23.4% | -10.2% |
| YTD | +12.1% | +76.2% | -64.1% | -1.7% |
| 1Y | +51.1% | +62.3% | -11.2% | +34.5% |
| 3Y | +296.1% | +71.8% | +224.2% | +240.3% |
| 5Y | +228.1% | +234.6% | -6.4% | +185.8% |
| All | +228.1% | +222.3% | +5.8% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling