+228.4%
GDXJ vs CLX
-37.2%
+265.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +31.3% | -9.6% | +40.8% | +32.7% |
| 6M | -10.7% | -21.5% | +10.8% | -8.7% |
| YTD | +9.1% | -8.8% | +17.9% | +11.1% |
| 1Y | +44.1% | -24.7% | +68.8% | +48.0% |
| 3Y | +285.4% | -35.6% | +321.0% | +298.6% |
| 5Y | +228.4% | -37.6% | +266.0% | +239.2% |
| All | +228.4% | -37.2% | +265.6% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling