+10.9%
GDXJ vs CMS
-2.6%
+13.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.0% |
| 7D | +11.8% | +0.5% | +11.3% | +11.8% |
| 30D | -7.1% | +7.4% | -14.5% | -7.2% |
| 3M | -10.5% | +1.9% | -12.4% | -10.7% |
| 6M | -15.5% | -2.3% | -13.2% | -15.3% |
| YTD | -6.6% | +3.0% | -9.5% | -2.9% |
| All | +10.9% | -2.6% | +13.5% | +20.6% |
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