+147.7%
GDXJ vs CMS
+35.4%
+112.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 3M | -10.5% | +1.9% | -12.4% | -11.5% |
| 6M | -15.5% | -2.3% | -13.2% | -15.3% |
| YTD | -6.6% | +3.0% | -9.5% | -8.8% |
| 1Y | +11.3% | -2.8% | +14.1% | +11.8% |
| 3Y | +242.0% | +37.9% | +204.1% | +181.9% |
| 5Y | +147.7% | +34.0% | +113.7% | +117.8% |
| All | +147.7% | +35.4% | +112.3% | +117.8% |
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