-12.2%
GDXJ vs CF
-1.3%
-10.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +3.0% |
| 7D | +13.4% | -3.2% | +16.6% | +12.9% |
| 30D | -1.3% | +4.3% | -5.6% | -0.3% |
| 3M | -1.5% | +2.8% | -4.3% | +0.7% |
| 6M | -12.2% | +0.6% | -12.8% | -10.7% |
| All | -12.2% | -1.3% | -10.9% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling