+285.7%
GDXJ vs CRS
+612.2%
-326.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -2.8% | -6.8% | +4.0% | -1.4% |
| 30D | +5.0% | -16.1% | +21.1% | +8.5% |
| 3M | +24.1% | -21.2% | +45.2% | +29.7% |
| 6M | -7.4% | +8.7% | -16.0% | -9.1% |
| YTD | +10.2% | +41.0% | -30.8% | +3.9% |
| 1Y | +42.5% | +82.7% | -40.1% | +28.9% |
| 3Y | +285.7% | +604.8% | -319.1% | +169.5% |
| All | +285.7% | +612.2% | -326.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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