+228.1%
GDXJ vs CL
+30.0%
+198.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +4.3% | -1.4% | +5.7% | +4.6% |
| 30D | +8.4% | -5.2% | +13.6% | +9.5% |
| 3M | +25.5% | +3.3% | +22.2% | +24.1% |
| 6M | -6.3% | -4.4% | -2.0% | -5.9% |
| YTD | +12.1% | +13.9% | -1.8% | +8.4% |
| 1Y | +51.1% | +7.6% | +43.4% | +48.1% |
| 3Y | +296.1% | +29.6% | +266.5% | +253.6% |
| 5Y | +228.1% | +28.1% | +200.1% | +192.1% |
| All | +228.1% | +30.0% | +198.1% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling