+77.5%
GDXJ vs CHD
+724.9%
-647.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.6% |
| 7D | +4.3% | -2.9% | +7.2% | +5.1% |
| 30D | +8.4% | -6.2% | +14.6% | +10.1% |
| 3M | +25.5% | +1.6% | +24.0% | +24.6% |
| 6M | -6.3% | -3.5% | -2.8% | -5.8% |
| YTD | +12.1% | +16.2% | -4.1% | +7.4% |
| 1Y | +51.1% | +3.4% | +47.7% | +48.7% |
| 3Y | +296.1% | +4.6% | +291.5% | +282.8% |
| 5Y | +228.1% | +21.1% | +207.0% | +197.3% |
| 10Y | +211.8% | +126.5% | +85.3% | +130.6% |
| All | +77.5% | +724.9% | -647.4% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling