+275.8%
GDXJ vs CNH
+64.7%
+211.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -3.4% |
| 7D | +0.2% | +23.3% | -23.1% | -4.6% |
| 30D | +17.9% | +33.5% | -15.6% | +10.1% |
| 3M | +15.3% | +32.7% | -17.4% | +7.6% |
| 6M | -9.4% | +22.2% | -31.6% | -14.1% |
| YTD | +13.4% | +57.7% | -44.3% | +1.8% |
| 1Y | +59.7% | +28.0% | +31.7% | +49.3% |
| 3Y | +283.6% | +11.5% | +272.0% | +260.8% |
| 5Y | +217.6% | +11.9% | +205.7% | +194.9% |
| 10Y | +225.7% | +162.8% | +62.9% | +145.6% |
| All | +275.8% | +64.7% | +211.1% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling