+296.0%
GDX vs CDE
+61.6%
+234.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | -2.2% | -3.1% | +0.9% | -0.9% |
| 30D | +6.8% | +9.5% | -2.7% | +3.0% |
| 3M | +24.9% | +25.5% | -0.6% | +13.5% |
| 6M | -4.2% | -7.9% | +3.7% | -1.9% |
| YTD | +13.2% | +15.6% | -2.3% | +5.8% |
| 1Y | +40.2% | +34.0% | +6.2% | +22.5% |
| 3Y | +249.6% | +791.9% | -542.3% | +31.4% |
| 5Y | +230.4% | +197.7% | +32.6% | +71.4% |
| All | +296.0% | +61.6% | +234.4% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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