+21.2%
GDX vs CDW
+16.9%
+4.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.8% | -0.4% | +4.6% |
| 7D | +15.6% | +9.3% | +6.2% | +16.0% |
| 30D | +2.4% | +15.8% | -13.3% | +3.7% |
| 3M | +1.7% | +21.8% | -20.0% | +4.0% |
| 6M | -3.3% | +58.8% | -62.1% | +4.1% |
| YTD | +6.6% | +22.8% | -16.1% | +15.3% |
| All | +21.2% | +16.9% | +4.3% | +34.5% |
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