+211.8%
GDXJ vs CNH
+157.1%
+54.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.3% |
| 7D | -6.2% | -2.5% | -3.8% | -5.7% |
| 30D | +4.6% | +27.0% | -22.4% | -1.1% |
| 3M | +31.3% | +32.6% | -1.3% | +22.4% |
| 6M | -10.7% | +23.6% | -34.3% | -15.4% |
| YTD | +9.1% | +47.8% | -38.8% | -0.6% |
| 1Y | +44.1% | +21.3% | +22.9% | +36.4% |
| 3Y | +285.4% | +7.0% | +278.4% | +265.6% |
| 5Y | +228.4% | +10.2% | +218.2% | +206.8% |
| All | +211.8% | +157.1% | +54.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling