+77.5%
GDXJ vs CME
+767.0%
-689.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +4.3% | -2.9% | +7.2% | +5.0% |
| 30D | +8.4% | +5.5% | +2.9% | +6.9% |
| 3M | +25.5% | +11.0% | +14.6% | +22.0% |
| 6M | -6.3% | -9.7% | +3.4% | -4.7% |
| YTD | +12.1% | +4.9% | +7.2% | +9.9% |
| 1Y | +51.1% | +10.1% | +41.0% | +46.0% |
| 3Y | +296.1% | +53.5% | +242.6% | +250.6% |
| 5Y | +228.1% | +77.2% | +150.9% | +178.5% |
| 10Y | +211.8% | +282.1% | -70.3% | +120.2% |
| All | +77.5% | +767.0% | -689.5% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling