+177.3%
GDX vs CB
+954.6%
-777.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.5% |
| 7D | +13.6% | +0.2% | +13.4% | +13.6% |
| 30D | +2.5% | +9.1% | -6.6% | +0.7% |
| 3M | +4.4% | +3.4% | +1.0% | +3.6% |
| 6M | -5.2% | +14.1% | -19.3% | -8.3% |
| YTD | +2.1% | +18.0% | -15.9% | -2.1% |
| 1Y | +24.7% | +30.1% | -5.4% | +17.0% |
| 3Y | +211.3% | +71.8% | +139.5% | +173.1% |
| 5Y | +186.7% | +101.8% | +84.8% | +140.3% |
| 10Y | +285.3% | +252.1% | +33.2% | +168.8% |
| All | +177.3% | +954.6% | -777.3% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling