+211.8%
GDXJ vs CI
+144.3%
+67.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | -6.2% | -1.3% | -4.9% | -6.1% |
| 30D | +4.6% | +3.1% | +1.5% | +4.3% |
| 3M | +31.3% | -4.5% | +35.8% | +31.8% |
| 6M | -10.7% | +8.3% | -18.9% | -11.7% |
| YTD | +9.1% | +3.8% | +5.3% | +8.4% |
| 1Y | +44.1% | -5.0% | +49.1% | +44.0% |
| 3Y | +285.4% | +5.8% | +279.6% | +276.0% |
| 5Y | +228.4% | +50.6% | +177.8% | +204.2% |
| All | +211.8% | +144.3% | +67.5% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling