+214.2%
GDX vs CAG
+83.6%
+130.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | -3.8% | +3.4% | +0.3% |
| 30D | +18.6% | +3.1% | +15.5% | +17.9% |
| 3M | +14.9% | +23.5% | -8.6% | +10.1% |
| 6M | -6.3% | -14.8% | +8.6% | -3.8% |
| YTD | +15.7% | -5.4% | +21.2% | +16.3% |
| 1Y | +54.8% | -11.8% | +66.6% | +57.2% |
| 3Y | +253.4% | -36.7% | +290.1% | +278.8% |
| 5Y | +219.7% | -40.3% | +259.9% | +244.6% |
| 10Y | +300.2% | -37.0% | +337.2% | +314.8% |
| All | +214.2% | +83.6% | +130.5% | +94.4% |
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