+211.5%
GDX vs CDE
-55.1%
+266.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | +0.3% |
| 7D | +4.0% | +2.3% | +1.7% | +2.9% |
| 30D | +9.5% | +18.8% | -9.3% | +1.5% |
| 3M | +25.1% | +23.5% | +1.6% | +13.5% |
| 6M | -2.9% | -8.6% | +5.7% | -0.1% |
| YTD | +14.7% | +16.0% | -1.3% | +6.0% |
| 1Y | +47.4% | +42.1% | +5.4% | +23.2% |
| 3Y | +259.7% | +835.9% | -576.2% | +16.1% |
| 5Y | +227.7% | +197.6% | +30.1% | +53.8% |
| 10Y | +289.0% | +39.6% | +249.4% | +82.2% |
| All | +211.5% | -55.1% | +266.6% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling