+212.7%
GDX vs CBOE
+119.7%
+93.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.1% |
| 7D | -6.8% | +6.3% | -13.1% | -6.5% |
| 30D | -2.1% | +24.9% | -27.1% | -1.0% |
| 3M | -7.5% | +28.5% | -36.0% | -6.3% |
| 6M | -15.2% | +2.9% | -18.0% | -12.7% |
| YTD | -4.8% | +50.7% | -55.5% | -5.6% |
| 1Y | +6.7% | +45.5% | -38.8% | +6.3% |
| 3Y | +212.7% | +116.3% | +96.4% | +215.7% |
| All | +212.7% | +119.7% | +93.1% | +215.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling