+336.8%
GDXJ vs CFG
+396.4%
-59.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +0.2% | +1.5% | -1.4% | +0.1% |
| 30D | +17.9% | -3.8% | +21.7% | +18.1% |
| 3M | +15.3% | +11.5% | +3.8% | +14.5% |
| 6M | -9.4% | +19.2% | -28.6% | -10.4% |
| YTD | +13.4% | +23.7% | -10.3% | +12.0% |
| 1Y | +59.7% | +38.8% | +20.8% | +56.7% |
| 3Y | +283.6% | +178.9% | +104.7% | +261.5% |
| 5Y | +217.6% | +101.8% | +115.8% | +201.2% |
| 10Y | +225.7% | +317.3% | -91.6% | +225.6% |
| All | +336.8% | +396.4% | -59.5% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling