+215.1%
GDXJ vs CTAS
+687.6%
-472.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.7% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | +5.0% | -0.7% | +5.7% | +5.2% |
| 3M | +24.1% | +11.1% | +13.0% | +20.1% |
| 6M | -7.4% | +2.1% | -9.5% | -8.3% |
| YTD | +10.2% | +8.0% | +2.3% | +7.3% |
| 1Y | +42.5% | -0.5% | +43.0% | +41.6% |
| 3Y | +285.7% | +66.2% | +219.5% | +229.1% |
| 5Y | +231.9% | +109.2% | +122.7% | +166.2% |
| All | +215.1% | +687.6% | -472.5% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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