+310.1%
GDX vs CB
+246.2%
+64.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +15.6% | -1.5% | +17.1% | +15.7% |
| 30D | +2.4% | +6.5% | -4.1% | +2.1% |
| 3M | +1.7% | +4.1% | -2.3% | +1.5% |
| 6M | -3.3% | +14.4% | -17.7% | -4.3% |
| YTD | +6.6% | +17.5% | -10.9% | +5.2% |
| 1Y | +27.0% | +27.5% | -0.6% | +24.3% |
| 3Y | +243.4% | +71.6% | +171.8% | +227.8% |
| 5Y | +194.2% | +100.6% | +93.6% | +176.8% |
| 10Y | +310.1% | +243.0% | +67.2% | +326.1% |
| All | +310.1% | +246.2% | +64.0% | +326.1% |
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