+227.7%
GDX vs CAG
-40.6%
+268.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | +4.0% | -5.3% | +9.2% | +4.5% |
| 30D | +9.5% | +1.0% | +8.5% | +9.4% |
| 3M | +25.1% | +17.4% | +7.7% | +23.0% |
| 6M | -2.9% | -16.8% | +13.9% | -0.8% |
| YTD | +14.7% | -6.8% | +21.5% | +15.9% |
| 1Y | +47.4% | -15.4% | +62.8% | +50.4% |
| 3Y | +259.7% | -37.1% | +296.8% | +277.9% |
| 5Y | +227.7% | -41.3% | +268.9% | +253.8% |
| All | +227.7% | -40.6% | +268.3% | +253.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling