+259.7%
GDX vs CDNS
+17.7%
+242.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.3% |
| 7D | +4.0% | -9.2% | +13.2% | +6.0% |
| 30D | +9.5% | -16.3% | +25.7% | +13.5% |
| 3M | +25.1% | -27.9% | +53.0% | +33.4% |
| 6M | -2.9% | -4.3% | +1.4% | -1.8% |
| YTD | +14.7% | -9.1% | +23.8% | +16.8% |
| 1Y | +47.4% | -21.2% | +68.6% | +53.1% |
| 3Y | +259.7% | +19.4% | +240.3% | +241.1% |
| All | +259.7% | +17.7% | +242.0% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling