+228.4%
GDXJ vs CTAS
+107.0%
+121.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -6.2% | -1.3% | -4.9% | -5.8% |
| 30D | +4.6% | -3.1% | +7.7% | +5.7% |
| 3M | +31.3% | +10.3% | +21.0% | +25.9% |
| 6M | -10.7% | +1.6% | -12.3% | -11.7% |
| YTD | +9.1% | +6.3% | +2.8% | +5.7% |
| 1Y | +44.1% | -0.5% | +44.6% | +43.2% |
| 3Y | +285.4% | +64.6% | +220.8% | +191.7% |
| 5Y | +228.4% | +106.0% | +122.4% | +128.9% |
| All | +228.4% | +107.0% | +121.3% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling