+83.9%
GDX vs CBOE
+1,341.0%
-1,257.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -6.8% | +6.3% | -13.1% | -7.4% |
| 30D | -2.1% | +24.9% | -27.1% | -4.4% |
| 3M | -7.5% | +28.5% | -36.0% | -10.1% |
| 6M | -15.2% | +2.9% | -18.0% | -15.6% |
| YTD | -4.8% | +50.7% | -55.5% | -10.3% |
| 1Y | +6.7% | +45.5% | -38.8% | +1.0% |
| 3Y | +212.7% | +116.3% | +96.4% | +179.3% |
| 5Y | +151.7% | +204.3% | -52.7% | +113.0% |
| 10Y | +330.3% | +526.3% | -196.0% | +230.9% |
| All | +83.9% | +1,341.0% | -1,257.1% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling