+297.5%
GDXJ vs CRL
+38.7%
+258.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +0.9% | -4.6% | +5.5% | +1.6% |
| 30D | +8.8% | +0.5% | +8.3% | +8.9% |
| 3M | +29.8% | +46.6% | -16.8% | +24.6% |
| 6M | -5.8% | +57.3% | -63.1% | -10.7% |
| YTD | +13.6% | +39.5% | -25.9% | +8.5% |
| 1Y | +54.5% | +76.9% | -22.4% | +44.7% |
| All | +297.5% | +38.7% | +258.9% | +284.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling