+236.3%
GDXJ vs CME
+76.2%
+160.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.9% | -0.6% | +1.6% | +1.1% |
| 30D | +8.8% | +4.7% | +4.1% | +7.7% |
| 3M | +29.8% | +7.8% | +22.0% | +27.5% |
| 6M | -5.8% | -11.0% | +5.2% | -3.4% |
| YTD | +13.6% | +4.0% | +9.6% | +11.5% |
| 1Y | +54.5% | +9.1% | +45.4% | +49.3% |
| 3Y | +301.4% | +52.3% | +249.1% | +250.4% |
| 5Y | +236.3% | +76.1% | +160.3% | +184.6% |
| All | +236.3% | +76.2% | +160.1% | +184.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling