+349.2%
GDX vs CB
+248.4%
+100.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +0.7% | -1.0% | +1.8% | +0.8% |
| 30D | -3.8% | +7.3% | -11.1% | -4.2% |
| 3M | -5.4% | +7.0% | -12.5% | -5.9% |
| 6M | -12.7% | +16.3% | -29.0% | -13.7% |
| YTD | -0.7% | +19.7% | -20.4% | -2.1% |
| 1Y | +11.9% | +27.8% | -15.9% | +9.5% |
| 3Y | +223.9% | +72.0% | +151.9% | +209.1% |
| 5Y | +163.2% | +104.9% | +58.3% | +147.1% |
| 10Y | +349.2% | +246.7% | +102.4% | +351.1% |
| All | +349.2% | +248.4% | +100.7% | +351.1% |
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