+215.1%
GDXJ vs CME
+282.4%
-67.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -2.8% | -1.6% | -1.2% | -2.5% |
| 30D | +5.0% | +5.6% | -0.6% | +3.5% |
| 3M | +24.1% | +5.6% | +18.5% | +22.1% |
| 6M | -7.4% | -8.3% | +0.9% | -6.0% |
| YTD | +10.2% | +4.3% | +5.9% | +8.1% |
| 1Y | +42.5% | +9.1% | +33.4% | +37.9% |
| 3Y | +285.7% | +52.1% | +233.7% | +240.2% |
| 5Y | +231.9% | +79.7% | +152.2% | +178.0% |
| All | +215.1% | +282.4% | -67.3% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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