+319.2%
GDX vs CB
+246.9%
+72.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.5% |
| 7D | +11.5% | +0.7% | +10.8% | +11.4% |
| 30D | -3.1% | +8.2% | -11.3% | -3.6% |
| 3M | -4.4% | +6.3% | -10.7% | -4.8% |
| 6M | -8.6% | +16.2% | -24.8% | -9.6% |
| YTD | +0.8% | +19.3% | -18.5% | -0.6% |
| 1Y | +14.7% | +29.2% | -14.6% | +12.1% |
| 3Y | +228.8% | +71.4% | +157.3% | +213.9% |
| 5Y | +173.4% | +104.2% | +69.1% | +156.8% |
| 10Y | +319.2% | +246.7% | +72.6% | +325.4% |
| All | +319.2% | +246.9% | +72.3% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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