+45.4%
GDXJ vs CMS
+760.1%
-714.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +0.3% | -1.1% | +1.4% | +0.8% |
| 30D | -7.4% | +6.6% | -14.0% | -10.5% |
| 3M | -11.9% | +0.8% | -12.7% | -12.5% |
| 6M | -19.3% | -3.3% | -16.0% | -18.7% |
| YTD | -8.1% | +2.7% | -10.9% | -10.4% |
| 1Y | +9.1% | -4.0% | +13.1% | +10.0% |
| 3Y | +236.2% | +37.6% | +198.6% | +179.7% |
| 5Y | +136.3% | +35.4% | +100.9% | +96.2% |
| 10Y | +256.9% | +136.0% | +120.9% | +110.2% |
| All | +45.4% | +760.1% | -714.7% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling