+228.8%
GDX vs CAVA
+43.2%
+185.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | +4.0% | -1.5% | +5.5% | +4.1% |
| 30D | +9.5% | -3.7% | +13.1% | +9.8% |
| 3M | +25.1% | -18.3% | +43.4% | +27.0% |
| 6M | -2.9% | -23.5% | +20.5% | -0.9% |
| YTD | +14.7% | +2.5% | +12.3% | +13.8% |
| 1Y | +47.4% | -8.0% | +55.4% | +47.0% |
| 3Y | +259.7% | +53.5% | +206.2% | +225.0% |
| All | +228.8% | +43.2% | +185.6% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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