+326.3%
GDX vs CCI
+67.9%
+258.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -6.8% | +2.5% | -9.3% | -7.4% |
| 30D | -2.1% | +14.4% | -16.5% | -5.5% |
| 3M | -7.5% | +21.7% | -29.2% | -12.2% |
| 6M | -15.2% | +4.0% | -19.2% | -16.7% |
| YTD | -4.8% | +6.2% | -11.0% | -7.6% |
| 1Y | +6.7% | +5.4% | +1.3% | +3.8% |
| 3Y | +212.7% | +11.7% | +201.0% | +197.3% |
| 5Y | +151.7% | -35.6% | +187.3% | +171.8% |
| All | +326.3% | +67.9% | +258.3% | +263.4% |
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