+392.2%
GDX vs CDW
+903.1%
-510.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -0.4% | +3.2% | -3.6% | -0.5% |
| 30D | +18.6% | +9.3% | +9.3% | +18.3% |
| 3M | +14.9% | +9.8% | +5.1% | +14.4% |
| 6M | -6.3% | +23.3% | -29.6% | -7.5% |
| YTD | +15.7% | +13.7% | +2.1% | +14.8% |
| 1Y | +54.8% | -6.5% | +61.3% | +55.3% |
| 3Y | +253.4% | -25.2% | +278.7% | +257.9% |
| 5Y | +219.7% | -19.5% | +239.2% | +219.4% |
| 10Y | +300.2% | +285.8% | +14.4% | +307.0% |
| All | +392.2% | +903.1% | -510.9% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling