+54.5%
GDXJ vs CMS
-0.2%
+54.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | +8.8% | -1.3% | +10.1% | +8.8% |
| 3M | +29.8% | -5.4% | +35.2% | +30.2% |
| 6M | -5.8% | -10.3% | +4.5% | -2.6% |
| YTD | +13.6% | -0.2% | +13.8% | +14.9% |
| 1Y | +54.5% | -0.9% | +55.3% | +56.9% |
| All | +54.5% | -0.2% | +54.7% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling