+188.4%
GDXJ vs CNH
+36.2%
+152.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -8.1% | +3.0% | -11.1% | -8.7% |
| 30D | -5.5% | -0.6% | -4.9% | -5.5% |
| 3M | -14.6% | +14.6% | -29.2% | -17.7% |
| 6M | -23.2% | +11.8% | -35.0% | -25.9% |
| YTD | -13.0% | +30.4% | -43.4% | -18.8% |
| 1Y | +2.8% | +19.1% | -16.3% | -2.3% |
| 3Y | +221.5% | +30.2% | +191.3% | +192.6% |
| 5Y | +123.4% | -17.8% | +141.2% | +120.0% |
| 10Y | +238.2% | +103.9% | +134.2% | +169.5% |
| All | +188.4% | +36.2% | +152.2% | +145.7% |
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