+79.5%
GDXJ vs CHRW
+277.6%
-198.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | +17.9% | -3.5% | +21.3% | +18.5% |
| 3M | +15.3% | -19.4% | +34.7% | +19.0% |
| 6M | -9.4% | -21.4% | +11.9% | -6.4% |
| YTD | +13.4% | -7.1% | +20.5% | +13.4% |
| 1Y | +59.7% | +17.8% | +41.8% | +52.4% |
| 3Y | +283.6% | +78.8% | +204.8% | +229.5% |
| 5Y | +217.6% | +83.5% | +134.1% | +167.8% |
| 10Y | +225.7% | +160.2% | +65.4% | +141.7% |
| All | +79.5% | +277.6% | -198.1% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling