+24.8%
GDX vs CAI
+12.6%
+12.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +8.8% |
| 7D | +0.8% | -6.3% | +7.1% | +2.0% |
| 30D | -3.2% | +9.3% | -12.5% | -5.2% |
| 3M | +8.6% | +106.3% | -97.8% | -5.7% |
| 6M | -1.2% | +77.7% | -79.0% | -13.3% |
| YTD | -1.4% | +23.1% | -24.5% | -9.6% |
| 1Y | +24.8% | +6.5% | +18.2% | +14.5% |
| All | +24.8% | +12.6% | +12.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling