+242.0%
GDXJ vs CMS
+39.1%
+202.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.1% |
| 7D | +11.8% | +0.5% | +11.3% | +11.6% |
| 30D | -7.1% | +7.4% | -14.5% | -9.5% |
| 3M | -10.5% | +1.9% | -12.4% | -11.3% |
| 6M | -15.5% | -2.3% | -13.2% | -15.3% |
| YTD | -6.6% | +3.0% | -9.5% | -8.5% |
| 1Y | +11.3% | -2.8% | +14.1% | +12.2% |
| 3Y | +242.0% | +37.9% | +204.1% | +159.3% |
| All | +242.0% | +39.1% | +202.8% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling