+59.7%
GDXJ vs CRL
+78.8%
-19.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +0.2% | -1.0% | +1.2% | +0.5% |
| 30D | +17.9% | +10.7% | +7.2% | +15.6% |
| 3M | +15.3% | +55.3% | -40.0% | +6.3% |
| 6M | -9.4% | +60.7% | -70.1% | -17.9% |
| YTD | +13.4% | +44.6% | -31.2% | +2.7% |
| 1Y | +59.7% | +77.7% | -18.1% | +43.1% |
| All | +59.7% | +78.8% | -19.2% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling