+37.8%
GDXJ vs CP
+1,044.5%
-1,006.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -8.1% | +2.1% | -10.2% | -8.8% |
| 30D | -5.5% | +9.3% | -14.8% | -8.6% |
| 3M | -14.6% | +0.5% | -15.0% | -14.7% |
| 6M | -23.2% | +10.4% | -33.6% | -26.1% |
| YTD | -13.0% | +28.7% | -41.7% | -21.0% |
| 1Y | +2.8% | +33.2% | -30.4% | -7.9% |
| 3Y | +221.5% | +38.4% | +183.0% | +181.6% |
| 5Y | +123.4% | +26.2% | +97.2% | +100.9% |
| 10Y | +238.2% | +258.4% | -20.2% | +100.1% |
| All | +37.8% | +1,044.5% | -1,006.8% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling