+79.5%
GDXJ vs CMS
+739.0%
-659.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | +17.9% | -3.6% | +21.5% | +19.9% |
| 3M | +15.3% | -1.9% | +17.2% | +15.6% |
| 6M | -9.4% | -11.0% | +1.5% | -4.7% |
| YTD | +13.4% | +0.2% | +13.2% | +12.3% |
| 1Y | +59.7% | -1.3% | +61.0% | +59.1% |
| 3Y | +283.6% | +35.9% | +247.6% | +221.3% |
| 5Y | +217.6% | +23.1% | +194.5% | +177.2% |
| 10Y | +225.7% | +117.9% | +107.7% | +101.5% |
| All | +79.5% | +739.0% | -659.4% | -58.8% |
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 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