+263.6%
GDX vs CAG
-36.4%
+299.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.4% | -3.8% | +3.4% | -0.2% |
| 30D | +18.6% | +3.1% | +15.5% | +18.4% |
| 3M | +14.9% | +23.5% | -8.6% | +13.8% |
| 6M | -6.3% | -14.8% | +8.6% | -5.1% |
| YTD | +15.7% | -5.4% | +21.2% | +16.9% |
| 1Y | +54.8% | -11.8% | +66.6% | +56.8% |
| All | +263.6% | -36.4% | +299.9% | +270.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling