+292.3%
GDXJ vs CFG
+184.7%
+107.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | +4.3% | +2.7% | +1.6% | +3.8% |
| 30D | +8.4% | -3.7% | +12.1% | +9.1% |
| 3M | +25.5% | +9.5% | +16.0% | +23.2% |
| 6M | -6.3% | +22.2% | -28.6% | -9.8% |
| YTD | +12.1% | +22.3% | -10.2% | +8.1% |
| 1Y | +51.1% | +39.4% | +11.6% | +43.2% |
| All | +292.3% | +184.7% | +107.5% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling