+315.3%
GDX vs CAG
-35.6%
+350.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +1.9% | -6.6% | +8.5% | +2.9% |
| 30D | +9.9% | +2.3% | +7.6% | +9.5% |
| 3M | +28.2% | +16.3% | +11.9% | +25.0% |
| 6M | -2.9% | -16.0% | +13.1% | -0.4% |
| YTD | +16.0% | -7.7% | +23.7% | +17.0% |
| 1Y | +49.9% | -16.0% | +65.9% | +53.2% |
| 3Y | +263.6% | -37.7% | +301.3% | +287.2% |
| 5Y | +233.6% | -41.2% | +274.8% | +257.6% |
| 10Y | +315.3% | -33.8% | +349.1% | +332.5% |
| All | +315.3% | -35.6% | +350.9% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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