+62.3%
GDXJ vs CHTR
+301.6%
-239.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.0% | -9.0% | -4.6% |
| 7D | -6.2% | -7.1% | +0.9% | -5.4% |
| 30D | +4.6% | -10.9% | +15.5% | +5.9% |
| 3M | +31.3% | +2.0% | +29.3% | +30.0% |
| 6M | -10.7% | -35.9% | +25.2% | -6.8% |
| YTD | +9.1% | -32.7% | +41.7% | +12.7% |
| 1Y | +44.1% | -46.6% | +90.7% | +54.0% |
| 3Y | +285.4% | -66.7% | +352.1% | +333.3% |
| 5Y | +228.4% | -82.1% | +310.5% | +301.9% |
| 10Y | +226.5% | -46.8% | +273.3% | +232.9% |
| All | +62.3% | +301.6% | -239.3% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling