+214.2%
GDX vs CB
+883.9%
-669.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +18.6% | -3.1% | +21.7% | +19.3% |
| 3M | +14.9% | +9.0% | +5.9% | +12.4% |
| 6M | -6.3% | +2.9% | -9.1% | -7.3% |
| YTD | +15.7% | +10.1% | +5.6% | +12.6% |
| 1Y | +54.8% | +22.8% | +32.1% | +46.9% |
| 3Y | +253.4% | +73.8% | +179.6% | +208.9% |
| 5Y | +219.7% | +99.2% | +120.5% | +168.4% |
| 10Y | +300.2% | +218.2% | +82.0% | +186.0% |
| All | +214.2% | +883.9% | -669.7% | +38.8% |
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