+220.4%
GDXJ vs CMI
+164.8%
+55.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | +5.0% | -12.4% | +17.3% | +10.6% |
| 3M | +24.1% | -14.8% | +38.8% | +31.8% |
| 6M | -7.4% | +0.8% | -8.1% | -7.3% |
| YTD | +10.2% | +10.2% | 0.0% | +7.7% |
| 1Y | +42.5% | +37.4% | +5.1% | +30.6% |
| 3Y | +285.7% | +153.3% | +132.4% | +185.2% |
| All | +220.4% | +164.8% | +55.6% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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