+228.1%
GDXJ vs CMS
+26.5%
+201.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.4% |
| 7D | +4.3% | +1.2% | +3.1% | +3.8% |
| 30D | +8.4% | -3.2% | +11.6% | +9.8% |
| 3M | +25.5% | -2.2% | +27.7% | +26.1% |
| 6M | -6.3% | -9.4% | +3.1% | -2.5% |
| YTD | +12.1% | +0.7% | +11.4% | +10.7% |
| 1Y | +51.1% | +0.4% | +50.7% | +49.2% |
| 3Y | +296.1% | +35.2% | +260.9% | +230.2% |
| 5Y | +228.1% | +24.1% | +204.0% | +188.9% |
| All | +228.1% | +26.5% | +201.6% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling