+47.9%
GDXJ vs CL
+257.9%
-210.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.1% | -6.0% |
| 7D | +11.8% | +2.6% | +9.2% | +11.0% |
| 30D | -7.1% | +11.8% | -18.9% | -10.5% |
| 3M | -10.5% | +5.9% | -16.4% | -12.4% |
| 6M | -15.5% | +13.3% | -28.9% | -19.6% |
| YTD | -6.6% | +27.1% | -33.7% | -14.5% |
| 1Y | +11.3% | +28.0% | -16.7% | +1.5% |
| 3Y | +242.0% | +39.4% | +202.6% | +196.5% |
| 5Y | +147.7% | +40.8% | +106.9% | +112.3% |
| 10Y | +233.7% | +84.9% | +148.8% | +154.0% |
| All | +47.9% | +257.9% | -210.0% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling