+189.5%
GDX vs CAG
+83.5%
+106.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +15.6% | +4.6% | +11.0% | +14.7% |
| 30D | +2.4% | +14.7% | -12.2% | -0.3% |
| 3M | +1.7% | +2.4% | -0.6% | +1.1% |
| 6M | -3.3% | +10.7% | -14.0% | -5.6% |
| YTD | +6.6% | -5.5% | +12.2% | +6.9% |
| 1Y | +27.0% | -4.6% | +31.6% | +27.0% |
| 3Y | +243.4% | -34.4% | +277.8% | +264.8% |
| 5Y | +194.2% | -39.2% | +233.3% | +215.4% |
| 10Y | +310.1% | -39.0% | +349.1% | +328.0% |
| All | +189.5% | +83.5% | +106.0% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling