+6.9%
GDXJ vs CPAY
+1,533.9%
-1,527.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -6.2% | -2.7% | -3.5% | -5.7% |
| 30D | +4.6% | +0.6% | +4.1% | +4.5% |
| 3M | +31.3% | +17.0% | +14.2% | +26.9% |
| 6M | -10.7% | +24.1% | -34.8% | -14.7% |
| YTD | +9.1% | +35.7% | -26.7% | +1.9% |
| 1Y | +44.1% | +34.0% | +10.1% | +34.5% |
| 3Y | +285.4% | +50.3% | +235.1% | +243.6% |
| 5Y | +228.4% | +56.7% | +171.7% | +185.1% |
| 10Y | +226.5% | +153.9% | +72.6% | +155.4% |
| All | +6.9% | +1,533.9% | -1,527.0% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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