+211.8%
GDXJ vs CFG
+311.8%
-100.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -6.2% | -1.7% | -4.5% | -6.1% |
| 30D | +4.6% | -4.6% | +9.2% | +5.1% |
| 3M | +31.3% | +7.9% | +23.4% | +30.2% |
| 6M | -10.7% | +19.9% | -30.5% | -12.2% |
| YTD | +9.1% | +21.7% | -12.6% | +7.1% |
| 1Y | +44.1% | +38.4% | +5.7% | +39.9% |
| 3Y | +285.4% | +187.0% | +98.4% | +248.8% |
| 5Y | +228.4% | +99.5% | +128.9% | +202.4% |
| All | +211.8% | +311.8% | -100.0% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling