+37.8%
GDXJ vs CLF
-61.0%
+98.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -8.1% | +10.4% | -18.5% | -9.9% |
| 30D | -5.5% | +0.6% | -6.0% | -6.5% |
| 3M | -14.6% | +4.1% | -18.7% | -16.3% |
| 6M | -23.2% | +15.1% | -38.3% | -26.7% |
| YTD | -13.0% | -4.7% | -8.2% | -14.8% |
| 1Y | +2.8% | +20.4% | -17.6% | -3.8% |
| 3Y | +221.5% | -23.4% | +244.9% | +207.9% |
| 5Y | +123.4% | -43.3% | +166.6% | +118.6% |
| 10Y | +238.2% | +80.5% | +157.6% | +118.4% |
| All | +37.8% | -61.0% | +98.8% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling