+72.7%
GDXJ vs CNI
+506.0%
-433.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -6.2% | -1.1% | -5.1% | -5.8% |
| 30D | +4.6% | -3.5% | +8.2% | +6.4% |
| 3M | +31.3% | +2.2% | +29.1% | +29.7% |
| 6M | -10.7% | +15.1% | -25.8% | -16.4% |
| YTD | +9.1% | +24.7% | -15.6% | -1.4% |
| 1Y | +44.1% | +33.4% | +10.8% | +26.1% |
| 3Y | +285.4% | +19.5% | +265.9% | +250.9% |
| 5Y | +228.4% | +12.6% | +215.8% | +205.5% |
| 10Y | +226.5% | +134.7% | +91.9% | +106.8% |
| All | +72.7% | +506.0% | -433.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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