+47.4%
GDX vs CDW
-13.2%
+60.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -1.4% |
| 7D | +4.0% | -3.9% | +7.8% | +3.5% |
| 30D | +9.5% | +6.9% | +2.6% | +10.4% |
| 3M | +25.1% | +7.7% | +17.4% | +26.1% |
| 6M | -2.9% | +18.3% | -21.2% | -2.3% |
| YTD | +14.7% | +7.8% | +7.0% | +18.8% |
| 1Y | +47.4% | -12.2% | +59.6% | +59.3% |
| All | +47.4% | -13.2% | +60.6% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling