+231.2%
GDXJ vs CI
+146.2%
+85.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -8.1% | +1.2% | -9.3% | -8.2% |
| 30D | -5.5% | +2.6% | -8.0% | -5.8% |
| 3M | -14.6% | +7.4% | -22.0% | -15.3% |
| 6M | -23.2% | -0.1% | -23.1% | -23.4% |
| YTD | -13.0% | +9.7% | -22.7% | -14.1% |
| 1Y | +2.8% | +12.1% | -9.4% | +1.2% |
| 3Y | +221.5% | +7.0% | +214.5% | +213.8% |
| 5Y | +123.4% | +49.7% | +73.7% | +107.2% |
| All | +231.2% | +146.2% | +85.0% | +179.8% |
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