+37.8%
GDXJ vs CHRW
+243.9%
-206.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -8.1% | +7.3% | -15.4% | -9.2% |
| 30D | -5.5% | -3.6% | -1.9% | -5.1% |
| 3M | -14.6% | -9.6% | -5.0% | -13.5% |
| 6M | -23.2% | -17.0% | -6.2% | -21.7% |
| YTD | -13.0% | -15.4% | +2.5% | -12.0% |
| 1Y | +2.8% | -10.0% | +12.7% | +2.8% |
| 3Y | +221.5% | +82.2% | +139.3% | +172.3% |
| 5Y | +123.4% | +59.4% | +64.0% | +92.7% |
| 10Y | +238.2% | +129.7% | +108.4% | +156.4% |
| All | +37.8% | +243.9% | -206.1% | -20.5% |
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