+236.3%
GDXJ vs CRL
-37.6%
+274.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +0.9% | -4.6% | +5.5% | +1.7% |
| 30D | +8.8% | +0.5% | +8.3% | +8.9% |
| 3M | +29.8% | +46.6% | -16.8% | +22.6% |
| 6M | -5.8% | +57.3% | -63.1% | -12.4% |
| YTD | +13.6% | +39.5% | -25.9% | +7.1% |
| 1Y | +54.5% | +76.9% | -22.4% | +40.5% |
| 3Y | +301.4% | +39.4% | +262.0% | +272.4% |
| 5Y | +236.3% | -37.2% | +273.5% | +218.9% |
| All | +236.3% | -37.6% | +274.0% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling