+406.4%
GDXJ vs CTVA
+211.9%
+194.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.7% |
| 7D | +0.9% | -5.8% | +6.7% | +2.5% |
| 30D | +8.8% | +11.1% | -2.2% | +5.7% |
| 3M | +29.8% | +13.2% | +16.6% | +25.1% |
| 6M | -5.8% | +8.7% | -14.5% | -8.5% |
| YTD | +13.6% | +27.3% | -13.7% | +6.2% |
| 1Y | +54.5% | +18.0% | +36.5% | +46.7% |
| 3Y | +301.4% | +76.5% | +224.9% | +239.9% |
| 5Y | +236.3% | +105.1% | +131.2% | +180.0% |
| All | +406.4% | +211.9% | +194.6% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling