+211.8%
GDXJ vs CHRW
+182.4%
+29.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | -6.2% | +4.4% | -10.6% | -6.7% |
| 30D | +4.6% | +5.5% | -0.9% | +3.8% |
| 3M | +31.3% | -17.3% | +48.5% | +33.9% |
| 6M | -10.7% | -12.7% | +2.0% | -9.7% |
| YTD | +9.1% | -4.1% | +13.2% | +8.8% |
| 1Y | +44.1% | +21.2% | +22.9% | +39.2% |
| 3Y | +285.4% | +88.9% | +196.5% | +243.1% |
| 5Y | +228.4% | +93.1% | +135.3% | +190.4% |
| All | +211.8% | +182.4% | +29.4% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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