+231.2%
GDXJ vs CL
+88.0%
+143.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -8.1% | +3.2% | -11.3% | -8.8% |
| 30D | -5.5% | +8.0% | -13.5% | -7.5% |
| 3M | -14.6% | +7.9% | -22.4% | -16.5% |
| 6M | -23.2% | +14.7% | -37.9% | -26.6% |
| YTD | -13.0% | +29.2% | -42.1% | -19.8% |
| 1Y | +2.8% | +29.5% | -26.8% | -5.4% |
| 3Y | +221.5% | +40.7% | +180.8% | +182.2% |
| 5Y | +123.4% | +43.9% | +79.5% | +93.3% |
| All | +231.2% | +88.0% | +143.2% | +166.3% |
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