+214.2%
GDX vs CCI
+293.6%
-79.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.6% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | +18.6% | +2.7% | +15.9% | +17.6% |
| 3M | +14.9% | -18.2% | +33.1% | +21.4% |
| 6M | -6.3% | -14.8% | +8.5% | -2.5% |
| YTD | +15.7% | -12.6% | +28.3% | +18.9% |
| 1Y | +54.8% | -16.7% | +71.6% | +61.4% |
| 3Y | +253.4% | -10.5% | +264.0% | +255.1% |
| 5Y | +219.7% | -51.4% | +271.1% | +284.1% |
| 10Y | +300.2% | +20.0% | +280.2% | +243.9% |
| All | +214.2% | +293.6% | -79.4% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling