+44.1%
GDXJ vs CME
+9.1%
+35.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -6.2% | -2.4% | -3.8% | -6.6% |
| 30D | +4.6% | +6.2% | -1.5% | +5.4% |
| 3M | +31.3% | +4.4% | +26.9% | +31.8% |
| 6M | -10.7% | -9.6% | -1.0% | -10.4% |
| YTD | +9.1% | +3.8% | +5.3% | +9.5% |
| 1Y | +44.1% | +9.5% | +34.6% | +53.3% |
| All | +44.1% | +9.1% | +35.0% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling