+224.1%
GDX vs CDE
+196.4%
+27.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 3M | +24.9% | +25.5% | -0.6% | +13.1% |
| 6M | -4.2% | -7.9% | +3.7% | -2.1% |
| YTD | +13.2% | +15.6% | -2.3% | +5.7% |
| 1Y | +40.2% | +34.0% | +6.2% | +22.7% |
| 3Y | +249.6% | +791.9% | -542.3% | +35.3% |
| All | +224.1% | +196.4% | +27.7% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling