+256.9%
GDXJ vs CP
+251.7%
+5.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.3% | -0.7% | +0.9% | +0.5% |
| 30D | -7.4% | +9.6% | -17.1% | -10.6% |
| 3M | -11.9% | +2.2% | -14.1% | -12.6% |
| 6M | -19.3% | +11.1% | -30.4% | -22.5% |
| YTD | -8.1% | +28.2% | -36.3% | -16.2% |
| 1Y | +9.1% | +32.2% | -23.1% | -1.7% |
| 3Y | +236.2% | +35.5% | +200.7% | +198.2% |
| 5Y | +136.3% | +26.8% | +109.6% | +113.1% |
| 10Y | +256.9% | +256.9% | 0.0% | +155.7% |
| All | +256.9% | +251.7% | +5.2% | +155.7% |
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