+240.1%
GDXJ vs CLF
+116.4%
+123.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.6% |
| 7D | +0.9% | -2.7% | +3.6% | +1.4% |
| 30D | +8.8% | -3.2% | +12.0% | +9.2% |
| 3M | +29.8% | -5.0% | +34.8% | +30.2% |
| 6M | -5.8% | +26.6% | -32.4% | -10.1% |
| YTD | +13.6% | -9.0% | +22.6% | +13.5% |
| 1Y | +54.5% | +11.8% | +42.6% | +48.5% |
| 3Y | +301.4% | -15.1% | +316.5% | +285.0% |
| 5Y | +236.3% | -48.2% | +284.5% | +237.0% |
| 10Y | +240.1% | +127.6% | +112.5% | +124.3% |
| All | +240.1% | +116.4% | +123.7% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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