+84.5%
GDX vs CAI
-9.9%
+94.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -2.2% | -2.9% | +0.7% | -1.7% |
| 30D | +6.8% | +9.3% | -2.6% | +5.2% |
| 3M | +24.9% | +35.2% | -10.3% | +19.1% |
| 6M | -4.2% | +30.7% | -34.9% | -9.3% |
| YTD | +13.2% | -9.8% | +23.0% | +10.5% |
| 1Y | +40.2% | -28.9% | +69.1% | +37.2% |
| All | +84.5% | -9.9% | +94.4% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling