+281.7%
GDXJ vs CLX
-35.7%
+317.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.9% |
| 7D | -6.2% | -5.9% | -0.4% | -5.6% |
| 30D | +4.6% | -17.0% | +21.7% | +6.7% |
| 3M | +31.3% | -9.6% | +40.8% | +32.9% |
| 6M | -10.7% | -21.5% | +10.8% | -8.6% |
| YTD | +9.1% | -8.8% | +17.9% | +12.7% |
| 1Y | +44.1% | -24.7% | +68.8% | +48.4% |
| All | +281.7% | -35.7% | +317.4% | +277.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling