+256.9%
GDXJ vs CLF
+83.8%
+173.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | +0.3% | +2.3% | -2.1% | -0.4% |
| 30D | -7.4% | +1.9% | -9.4% | -8.5% |
| 3M | -11.9% | +5.9% | -17.8% | -13.7% |
| 6M | -19.3% | +16.9% | -36.2% | -22.6% |
| YTD | -8.1% | -1.1% | -7.1% | -10.3% |
| 1Y | +9.1% | +28.8% | -19.8% | +2.1% |
| 3Y | +236.2% | -20.6% | +256.8% | +223.8% |
| 5Y | +136.3% | -41.5% | +177.9% | +130.9% |
| 10Y | +256.9% | +87.5% | +169.4% | +175.6% |
| All | +256.9% | +83.8% | +173.1% | +175.6% |
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