+215.1%
GDXJ vs CLX
-3.7%
+218.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -2.8% | -5.7% | +2.9% | -1.6% |
| 30D | +5.0% | -17.0% | +22.0% | +9.1% |
| 3M | +24.1% | -9.7% | +33.7% | +26.6% |
| 6M | -7.4% | -19.8% | +12.5% | -3.3% |
| YTD | +10.2% | -9.8% | +20.1% | +12.6% |
| 1Y | +42.5% | -26.2% | +68.7% | +51.1% |
| 3Y | +285.7% | -36.2% | +321.9% | +316.9% |
| 5Y | +231.9% | -38.3% | +270.2% | +255.1% |
| All | +215.1% | -3.7% | +218.8% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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