+215.1%
GDXJ vs CRL
+256.1%
-41.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.7% |
| 7D | -2.8% | -3.5% | +0.7% | -2.1% |
| 30D | +5.0% | -2.1% | +7.1% | +5.5% |
| 3M | +24.1% | +48.0% | -23.9% | +15.5% |
| 6M | -7.4% | +64.7% | -72.1% | -15.8% |
| YTD | +10.2% | +39.5% | -29.3% | +2.9% |
| 1Y | +42.5% | +74.2% | -31.7% | +27.4% |
| 3Y | +285.7% | +39.4% | +246.3% | +248.2% |
| 5Y | +231.9% | -36.9% | +268.8% | +246.3% |
| All | +215.1% | +256.1% | -41.0% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling