+213.5%
GDX vs CASY
+159.8%
+53.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.8% |
| 7D | -4.6% | +2.5% | -7.0% | -4.9% |
| 30D | -6.2% | +10.2% | -16.4% | -7.6% |
| 3M | -10.0% | -15.7% | +5.7% | -7.8% |
| 6M | -15.8% | -18.4% | +2.6% | -12.8% |
| YTD | -4.6% | +28.3% | -32.9% | -13.5% |
| 1Y | +4.0% | +32.6% | -28.5% | -6.7% |
| All | +213.5% | +159.8% | +53.7% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling