+2.8%
GDXJ vs CME
+17.3%
-14.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.4% |
| 7D | -8.1% | +3.9% | -12.0% | -7.3% |
| 30D | -5.5% | +11.3% | -16.8% | -3.4% |
| 3M | -14.6% | +19.6% | -34.1% | -12.0% |
| 6M | -23.2% | +8.1% | -31.3% | -20.0% |
| YTD | -13.0% | +20.4% | -33.4% | -14.6% |
| 1Y | +2.8% | +16.5% | -13.7% | +2.6% |
| All | +2.8% | +17.3% | -14.6% | +2.6% |
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