+297.5%
GDXJ vs CME
+52.6%
+244.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +0.9% | -0.6% | +1.6% | +0.9% |
| 30D | +8.8% | +4.7% | +4.1% | +8.6% |
| 3M | +29.8% | +7.8% | +22.0% | +29.4% |
| 6M | -5.8% | -11.0% | +5.2% | -4.4% |
| YTD | +13.6% | +4.0% | +9.6% | +12.8% |
| 1Y | +54.5% | +9.1% | +45.4% | +52.4% |
| All | +297.5% | +52.6% | +244.9% | +281.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling