+240.1%
GDXJ vs CP
+224.3%
+15.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | +8.8% | -0.5% | +9.3% | +9.0% |
| 3M | +29.8% | +0.1% | +29.8% | +29.6% |
| 6M | -5.8% | +7.8% | -13.6% | -8.5% |
| YTD | +13.6% | +22.9% | -9.3% | +5.1% |
| 1Y | +54.5% | +21.3% | +33.2% | +43.5% |
| 3Y | +301.4% | +20.4% | +281.0% | +270.7% |
| 5Y | +236.3% | +34.9% | +201.4% | +198.5% |
| 10Y | +240.1% | +233.3% | +6.7% | +124.3% |
| All | +240.1% | +224.3% | +15.7% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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