+236.3%
GDXJ vs CNH
+12.3%
+224.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.6% |
| 7D | +0.9% | +1.8% | -0.9% | +0.2% |
| 30D | +8.8% | +32.6% | -23.8% | -1.3% |
| 3M | +29.8% | +29.4% | +0.4% | +18.1% |
| 6M | -5.8% | +26.0% | -31.8% | -13.8% |
| YTD | +13.6% | +52.2% | -38.6% | -2.2% |
| 1Y | +54.5% | +23.9% | +30.6% | +41.2% |
| 3Y | +301.4% | +10.1% | +291.3% | +266.6% |
| 5Y | +236.3% | +13.2% | +223.2% | +202.2% |
| All | +236.3% | +12.3% | +224.0% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling