+326.3%
GDX vs CDNS
+1,098.6%
-772.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.4% |
| 7D | -6.8% | +1.0% | -7.8% | -7.0% |
| 30D | -2.1% | -2.0% | -0.2% | -1.7% |
| 3M | -7.5% | -0.2% | -7.3% | -7.7% |
| 6M | -15.2% | -8.9% | -6.3% | -13.9% |
| YTD | -4.8% | +3.3% | -8.2% | -6.1% |
| 1Y | +6.7% | +2.2% | +4.5% | +5.4% |
| 3Y | +212.7% | +22.4% | +190.4% | +189.9% |
| 5Y | +151.7% | +78.0% | +73.6% | +111.8% |
| All | +326.3% | +1,098.6% | -772.3% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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