+224.7%
GDXJ vs CI
+141.9%
+82.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +0.9% | -1.1% | +2.0% | +1.1% |
| 30D | +8.8% | +0.5% | +8.3% | +8.7% |
| 3M | +29.8% | -5.2% | +35.0% | +30.4% |
| 6M | -5.8% | +4.3% | -10.1% | -6.5% |
| YTD | +13.6% | +2.8% | +10.8% | +13.0% |
| 1Y | +54.5% | -5.8% | +60.3% | +54.4% |
| 3Y | +301.4% | +4.7% | +296.6% | +292.0% |
| 5Y | +236.3% | +42.7% | +193.7% | +213.6% |
| All | +224.7% | +141.9% | +82.8% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling