+211.3%
GDX vs CASY
+154.1%
+57.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +13.6% | +1.1% | +12.5% | +13.5% |
| 30D | +2.5% | +8.7% | -6.2% | +1.2% |
| 3M | +4.4% | -17.3% | +21.7% | +7.3% |
| 6M | -5.2% | -19.7% | +14.5% | -1.9% |
| YTD | +2.1% | +24.8% | -22.7% | -7.0% |
| 1Y | +24.7% | +31.9% | -7.2% | +11.6% |
| 3Y | +211.3% | +155.4% | +55.9% | +128.0% |
| All | +211.3% | +154.1% | +57.2% | +128.0% |
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