+38.6%
GDXJ vs CI
+968.5%
-929.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.7% |
| 30D | -10.0% | +4.9% | -14.8% | -10.6% |
| 3M | -16.6% | +7.4% | -24.0% | -17.6% |
| 6M | -23.3% | +0.4% | -23.7% | -23.6% |
| YTD | -12.4% | +9.5% | -21.9% | -14.0% |
| 1Y | +0.5% | +12.0% | -11.5% | -1.6% |
| 3Y | +220.5% | +7.1% | +213.4% | +209.9% |
| 5Y | +124.7% | +49.3% | +75.4% | +104.0% |
| 10Y | +240.2% | +146.6% | +93.6% | +168.9% |
| All | +38.6% | +968.5% | -929.9% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling