+215.1%
GDXJ vs CHTR
-44.7%
+259.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.6% |
| 7D | -2.8% | -4.1% | +1.3% | -2.4% |
| 30D | +5.0% | -3.0% | +7.9% | +5.1% |
| 3M | +24.1% | +4.8% | +19.3% | +22.6% |
| 6M | -7.4% | -35.0% | +27.7% | -3.6% |
| YTD | +10.2% | -30.2% | +40.4% | +13.3% |
| 1Y | +42.5% | -44.8% | +87.3% | +51.7% |
| 3Y | +285.7% | -66.6% | +352.3% | +335.8% |
| 5Y | +231.9% | -81.5% | +313.3% | +309.2% |
| All | +215.1% | -44.7% | +259.8% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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