+334.4%
GDX vs CDW
+933.5%
-599.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.2% |
| 7D | +13.6% | +2.1% | +11.5% | +13.5% |
| 30D | +2.5% | +14.7% | -12.2% | +2.0% |
| 3M | +4.4% | +11.1% | -6.7% | +3.9% |
| 6M | -5.2% | +45.6% | -50.8% | -6.8% |
| YTD | +2.1% | +17.1% | -15.0% | +1.1% |
| 1Y | +24.7% | +13.2% | +11.5% | +23.7% |
| 3Y | +211.3% | -22.2% | +233.5% | +214.5% |
| 5Y | +186.7% | -10.1% | +196.8% | +185.4% |
| 10Y | +285.3% | +307.0% | -21.6% | +291.0% |
| All | +334.4% | +933.5% | -599.2% | +359.7% |
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