+326.3%
GDX vs CAG
-37.3%
+363.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.4% |
| 7D | -6.8% | -3.3% | -3.5% | -6.3% |
| 30D | -2.1% | +7.7% | -9.8% | -3.3% |
| 3M | -7.5% | -3.2% | -4.3% | -7.2% |
| 6M | -15.2% | +7.0% | -22.1% | -16.3% |
| YTD | -4.8% | -9.0% | +4.2% | -3.9% |
| 1Y | +6.7% | -9.6% | +16.3% | +7.8% |
| 3Y | +212.7% | -36.0% | +248.7% | +230.7% |
| 5Y | +151.7% | -40.9% | +192.5% | +169.0% |
| All | +326.3% | -37.3% | +363.5% | +351.1% |
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