+263.6%
GDX vs CDW
-25.0%
+288.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -0.4% | +3.2% | -3.6% | -0.3% |
| 30D | +18.6% | +9.3% | +9.3% | +19.0% |
| 3M | +14.9% | +9.8% | +5.1% | +15.3% |
| 6M | -6.3% | +23.3% | -29.6% | -6.1% |
| YTD | +15.7% | +13.7% | +2.1% | +16.8% |
| 1Y | +54.8% | -6.5% | +61.3% | +58.3% |
| All | +263.6% | -25.0% | +288.6% | +273.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling