+158.1%
GDXJ vs CF
+120.6%
+37.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.7% |
| 7D | +13.4% | -3.2% | +16.6% | +13.8% |
| 30D | -1.3% | +4.3% | -5.6% | -2.0% |
| 3M | -1.5% | +2.8% | -4.3% | -2.1% |
| 6M | -12.2% | +0.6% | -12.8% | -12.9% |
| YTD | -5.3% | +56.6% | -61.9% | -16.5% |
| 1Y | +22.0% | +49.6% | -27.6% | +8.6% |
| 3Y | +224.9% | +61.5% | +163.5% | +176.6% |
| All | +158.1% | +120.6% | +37.5% | +109.7% |
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