+214.2%
GDX vs CASY
+4,072.5%
-3,858.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | -11.3% | +30.0% | +20.1% |
| 3M | +14.9% | -0.6% | +15.5% | +14.2% |
| 6M | -6.3% | +10.7% | -17.0% | -8.0% |
| YTD | +15.7% | +37.1% | -21.4% | +10.7% |
| 1Y | +54.8% | +52.3% | +2.5% | +46.2% |
| 3Y | +253.4% | +215.2% | +38.3% | +207.3% |
| 5Y | +219.7% | +276.5% | -56.8% | +172.0% |
| 10Y | +300.2% | +508.4% | -208.2% | +218.4% |
| All | +214.2% | +4,072.5% | -3,858.3% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling