+240.1%
GDXJ vs CMS
+116.0%
+124.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | +8.8% | -1.3% | +10.1% | +9.3% |
| 3M | +29.8% | -5.4% | +35.2% | +32.5% |
| 6M | -5.8% | -10.3% | +4.5% | -1.7% |
| YTD | +13.6% | -0.2% | +13.8% | +12.8% |
| 1Y | +54.5% | -0.9% | +55.3% | +53.6% |
| 3Y | +301.4% | +34.0% | +267.4% | +243.3% |
| 5Y | +236.3% | +23.6% | +212.8% | +196.8% |
| 10Y | +240.1% | +122.2% | +117.8% | +116.0% |
| All | +240.1% | +116.0% | +124.1% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling