+236.3%
GDXJ vs CHRW
+89.7%
+146.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.9% | +4.1% | -3.1% | +0.4% |
| 30D | +8.8% | +1.9% | +6.9% | +8.5% |
| 3M | +29.8% | -21.2% | +51.0% | +33.4% |
| 6M | -5.8% | -16.7% | +10.9% | -4.3% |
| YTD | +13.6% | -5.4% | +19.0% | +13.6% |
| 1Y | +54.5% | +21.2% | +33.3% | +49.7% |
| 3Y | +301.4% | +86.5% | +214.9% | +257.1% |
| 5Y | +236.3% | +93.0% | +143.3% | +195.7% |
| All | +236.3% | +89.7% | +146.7% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling