+215.1%
GDXJ vs CG
+314.7%
-99.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | -2.8% | -9.9% | +7.1% | -0.8% |
| 30D | +5.0% | -11.7% | +16.6% | +7.5% |
| 3M | +24.1% | -4.3% | +28.4% | +25.0% |
| 6M | -7.4% | -8.8% | +1.4% | -5.8% |
| YTD | +10.2% | -26.9% | +37.1% | +16.4% |
| 1Y | +42.5% | -35.4% | +78.0% | +53.7% |
| 3Y | +285.7% | +43.0% | +242.7% | +251.2% |
| 5Y | +231.9% | +1.9% | +230.0% | +209.0% |
| All | +215.1% | +314.7% | -99.6% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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