+224.7%
GDXJ vs CFG
+310.3%
-85.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +8.8% | -4.5% | +13.4% | +9.3% |
| 3M | +29.8% | +6.3% | +23.5% | +29.0% |
| 6M | -5.8% | +20.6% | -26.4% | -7.5% |
| YTD | +13.6% | +21.2% | -7.6% | +11.6% |
| 1Y | +54.5% | +38.2% | +16.3% | +50.0% |
| 3Y | +301.4% | +185.9% | +115.5% | +263.4% |
| 5Y | +236.3% | +97.0% | +139.4% | +209.9% |
| All | +224.7% | +310.3% | -85.5% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling