+74.5%
GDXJ vs CMI
+1,651.8%
-1,577.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | +5.0% | -12.4% | +17.3% | +10.0% |
| 3M | +24.1% | -14.8% | +38.8% | +31.1% |
| 6M | -7.4% | +0.8% | -8.1% | -7.5% |
| YTD | +10.2% | +10.2% | 0.0% | +6.9% |
| 1Y | +42.5% | +37.4% | +5.1% | +28.2% |
| 3Y | +285.7% | +153.3% | +132.4% | +175.8% |
| 5Y | +231.9% | +167.6% | +64.3% | +128.6% |
| 10Y | +230.0% | +514.4% | -284.4% | +56.3% |
| All | +74.5% | +1,651.8% | -1,577.3% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling