+220.4%
GDXJ vs CHD
+20.9%
+199.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -2.8% | -4.5% | +1.7% | -2.4% |
| 30D | +5.0% | -6.7% | +11.7% | +5.6% |
| 3M | +24.1% | -2.7% | +26.8% | +24.3% |
| 6M | -7.4% | -4.9% | -2.4% | -7.0% |
| YTD | +10.2% | +13.3% | -3.1% | +9.3% |
| 1Y | +42.5% | +1.0% | +41.5% | +42.7% |
| 3Y | +285.7% | +1.3% | +284.4% | +283.9% |
| All | +220.4% | +20.9% | +199.5% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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