+123.6%
GDXJ vs CFG
+61.7%
+61.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -8.1% | +3.2% | -11.3% | -8.6% |
| 30D | -5.5% | +5.1% | -10.6% | -6.2% |
| 3M | -14.6% | -11.2% | -3.3% | -12.9% |
| 6M | -23.2% | +9.6% | -32.8% | -24.5% |
| YTD | -13.0% | +15.0% | -27.9% | -15.0% |
| 1Y | +2.8% | +29.9% | -27.1% | -1.3% |
| 3Y | +221.5% | +192.1% | +29.4% | +164.6% |
| All | +123.6% | +61.7% | +61.9% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling