+228.1%
GDXJ vs CP
+34.0%
+194.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | +4.3% | +2.4% | +1.9% | +3.1% |
| 30D | +8.4% | -0.5% | +9.0% | +8.7% |
| 3M | +25.5% | +1.4% | +24.1% | +24.4% |
| 6M | -6.3% | +10.3% | -16.7% | -11.1% |
| YTD | +12.1% | +24.3% | -12.2% | +0.4% |
| 1Y | +51.1% | +20.4% | +30.6% | +37.3% |
| 3Y | +296.1% | +21.8% | +274.3% | +251.1% |
| 5Y | +228.1% | +31.5% | +196.6% | +174.1% |
| All | +228.1% | +34.0% | +194.1% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling