+301.1%
GDXJ vs CL
+31.1%
+270.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | +0.2% | -2.2% | +2.4% | +0.3% |
| 30D | +17.9% | -4.8% | +22.7% | +18.2% |
| 3M | +15.3% | +4.9% | +10.4% | +14.3% |
| 6M | -9.4% | -5.7% | -3.7% | -9.5% |
| YTD | +13.4% | +14.4% | -1.0% | +12.4% |
| 1Y | +59.7% | +8.7% | +50.9% | +59.6% |
| All | +301.1% | +31.1% | +270.0% | +272.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling