+220.4%
GDXJ vs CTVA
+102.9%
+117.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -2.8% | -4.5% | +1.7% | -1.2% |
| 30D | +5.0% | +11.3% | -6.4% | +0.7% |
| 3M | +24.1% | +12.3% | +11.8% | +17.8% |
| 6M | -7.4% | +7.2% | -14.5% | -10.7% |
| YTD | +10.2% | +26.0% | -15.8% | +0.2% |
| 1Y | +42.5% | +16.0% | +26.5% | +33.0% |
| 3Y | +285.7% | +73.9% | +211.8% | +199.4% |
| All | +220.4% | +102.9% | +117.5% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling