+289.0%
GDX vs CDW
+263.0%
+26.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.6% |
| 7D | +4.0% | -3.9% | +7.8% | +4.1% |
| 30D | +9.5% | +6.9% | +2.6% | +9.2% |
| 3M | +25.1% | +7.7% | +17.4% | +24.4% |
| 6M | -2.9% | +18.3% | -21.2% | -4.4% |
| YTD | +14.7% | +7.8% | +7.0% | +13.7% |
| 1Y | +47.4% | -12.2% | +59.6% | +48.4% |
| 3Y | +259.7% | -28.9% | +288.6% | +266.3% |
| 5Y | +227.7% | -22.8% | +250.4% | +227.7% |
| 10Y | +289.0% | +266.1% | +22.9% | +301.1% |
| All | +289.0% | +263.0% | +26.0% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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