+233.7%
GDXJ vs CL
+78.1%
+155.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.1% | -6.0% |
| 7D | +11.8% | +2.6% | +9.2% | +11.1% |
| 30D | -7.1% | +11.8% | -18.9% | -10.0% |
| 3M | -10.5% | +5.9% | -16.4% | -12.1% |
| 6M | -15.5% | +13.3% | -28.9% | -19.0% |
| YTD | -6.6% | +27.1% | -33.7% | -13.5% |
| 1Y | +11.3% | +28.0% | -16.7% | +2.8% |
| 3Y | +242.0% | +39.4% | +202.6% | +201.0% |
| 5Y | +147.7% | +40.8% | +106.9% | +115.8% |
| 10Y | +233.7% | +84.9% | +148.8% | +171.6% |
| All | +233.7% | +78.1% | +155.6% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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