+228.4%
GDXJ vs CG
+2.7%
+225.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.4% |
| 7D | -6.2% | -9.8% | +3.6% | -3.6% |
| 30D | +4.6% | -10.3% | +14.9% | +7.5% |
| 3M | +31.3% | -1.7% | +32.9% | +31.6% |
| 6M | -10.7% | -9.8% | -0.9% | -8.5% |
| YTD | +9.1% | -25.6% | +34.7% | +16.5% |
| 1Y | +44.1% | -32.5% | +76.6% | +57.1% |
| 3Y | +285.4% | +45.6% | +239.7% | +230.7% |
| 5Y | +228.4% | +3.7% | +224.7% | +191.9% |
| All | +228.4% | +2.7% | +225.7% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling