+211.3%
GDX vs CB
+71.5%
+139.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.1% |
| 7D | +13.6% | +0.2% | +13.4% | +13.6% |
| 30D | +2.5% | +9.1% | -6.6% | +3.0% |
| 3M | +4.4% | +3.4% | +1.0% | +4.6% |
| 6M | -5.2% | +14.1% | -19.3% | -5.0% |
| YTD | +2.1% | +18.0% | -15.9% | +2.0% |
| 1Y | +24.7% | +30.1% | -5.4% | +22.7% |
| 3Y | +211.3% | +71.8% | +139.5% | +223.6% |
| All | +211.3% | +71.5% | +139.8% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling