+78.2%
GDXJ vs CG
+351.2%
-272.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +0.2% | -4.3% | +4.5% | +1.0% |
| 30D | +17.9% | -5.1% | +22.9% | +18.9% |
| 3M | +15.3% | +8.7% | +6.6% | +13.5% |
| 6M | -9.4% | -9.2% | -0.2% | -8.1% |
| YTD | +13.4% | -18.9% | +32.3% | +17.0% |
| 1Y | +59.7% | -25.6% | +85.3% | +66.9% |
| 3Y | +283.6% | +57.3% | +226.3% | +246.8% |
| 5Y | +217.6% | +10.2% | +207.4% | +194.6% |
| 10Y | +225.7% | +364.2% | -138.6% | +152.4% |
| All | +78.2% | +351.2% | -272.9% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling