+355.0%
GDXJ vs CRBG
+117.3%
+237.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.8% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +5.0% | +2.6% | +2.3% | +4.4% |
| 3M | +24.1% | +24.0% | +0.1% | +19.4% |
| 6M | -7.4% | +50.5% | -57.9% | -13.7% |
| YTD | +10.2% | +17.1% | -6.9% | +6.4% |
| 1Y | +42.5% | +5.9% | +36.7% | +39.3% |
| 3Y | +285.7% | +122.7% | +163.0% | +227.0% |
| All | +355.0% | +117.3% | +237.7% | +314.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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