+228.1%
GDXJ vs CLF
-48.3%
+276.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +4.3% | +6.5% | -2.2% | +2.8% |
| 30D | +8.4% | +0.2% | +8.2% | +8.1% |
| 3M | +25.5% | -3.1% | +28.6% | +25.4% |
| 6M | -6.3% | +25.0% | -31.4% | -11.7% |
| YTD | +12.1% | -7.5% | +19.5% | +11.4% |
| 1Y | +51.1% | +11.5% | +39.5% | +43.3% |
| 3Y | +296.1% | -13.7% | +309.8% | +274.8% |
| 5Y | +228.1% | -47.0% | +275.1% | +226.7% |
| All | +228.1% | -48.3% | +276.4% | +226.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling