+38.6%
GDXJ vs CMS
+755.2%
-716.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.4% |
| 7D | -4.9% | -1.3% | -3.7% | -4.4% |
| 30D | -10.0% | +5.3% | -15.2% | -12.4% |
| 3M | -16.6% | -0.3% | -16.3% | -16.7% |
| 6M | -23.3% | -4.0% | -19.2% | -22.4% |
| YTD | -12.4% | +2.1% | -14.6% | -14.3% |
| 1Y | +0.5% | -4.7% | +5.2% | +1.8% |
| 3Y | +220.5% | +36.8% | +183.7% | +167.4% |
| 5Y | +124.7% | +34.9% | +89.9% | +87.0% |
| 10Y | +240.2% | +134.7% | +105.6% | +100.9% |
| All | +38.6% | +755.2% | -716.6% | -68.5% |
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