+79.5%
GDXJ vs CLF
-61.4%
+141.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.8% |
| 7D | +0.2% | +7.6% | -7.4% | -1.3% |
| 30D | +17.9% | -1.2% | +19.0% | +17.9% |
| 3M | +15.3% | -13.4% | +28.7% | +17.8% |
| 6M | -9.4% | +15.4% | -24.9% | -12.9% |
| YTD | +13.4% | -5.9% | +19.3% | +12.6% |
| 1Y | +59.7% | +18.8% | +40.8% | +50.2% |
| 3Y | +283.6% | -19.4% | +303.0% | +266.6% |
| 5Y | +217.6% | -47.7% | +265.3% | +217.5% |
| 10Y | +225.7% | +130.4% | +95.3% | +99.6% |
| All | +79.5% | -61.4% | +141.0% | +14.8% |
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