+296.0%
GDX vs CBOE
+368.5%
-72.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.4% |
| 7D | -2.2% | -5.8% | +3.6% | -1.5% |
| 30D | +6.8% | -3.1% | +9.9% | +7.0% |
| 3M | +24.9% | -4.8% | +29.7% | +25.1% |
| 6M | -4.2% | -0.6% | -3.6% | -5.1% |
| YTD | +13.2% | +12.8% | +0.4% | +9.7% |
| 1Y | +40.2% | +19.8% | +20.4% | +34.5% |
| 3Y | +249.6% | +86.9% | +162.7% | +211.5% |
| 5Y | +230.4% | +136.5% | +93.8% | +181.2% |
| All | +296.0% | +368.5% | -72.5% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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