+391.4%
GDXJ vs CTVA
+208.7%
+182.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -2.8% | -4.5% | +1.7% | -1.6% |
| 30D | +5.0% | +11.3% | -6.4% | +1.9% |
| 3M | +24.1% | +12.3% | +11.8% | +19.7% |
| 6M | -7.4% | +7.2% | -14.5% | -9.6% |
| YTD | +10.2% | +26.0% | -15.8% | +3.3% |
| 1Y | +42.5% | +16.0% | +26.5% | +35.9% |
| 3Y | +285.7% | +73.9% | +211.8% | +227.8% |
| 5Y | +231.9% | +103.8% | +128.1% | +176.8% |
| All | +391.4% | +208.7% | +182.7% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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