+319.2%
GDX vs CCI
+59.7%
+259.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.2% | -5.9% |
| 7D | +11.5% | +3.2% | +8.3% | +10.6% |
| 30D | -3.1% | +12.2% | -15.3% | -6.0% |
| 3M | -4.4% | +23.1% | -27.6% | -9.6% |
| 6M | -8.6% | +1.3% | -9.8% | -9.6% |
| YTD | +0.8% | +4.5% | -3.6% | -1.7% |
| 1Y | +14.7% | +2.3% | +12.3% | +12.4% |
| 3Y | +228.8% | +9.8% | +219.0% | +213.8% |
| 5Y | +173.4% | -36.5% | +209.9% | +196.5% |
| 10Y | +319.2% | +64.7% | +254.6% | +249.2% |
| All | +319.2% | +59.7% | +259.5% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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