+162.9%
GDX vs CEG
+672.0%
-509.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.7% | -4.5% |
| 7D | -4.6% | +17.8% | -22.4% | -7.5% |
| 30D | -6.2% | -4.5% | -1.7% | -5.6% |
| 3M | -10.0% | +1.5% | -11.5% | -10.7% |
| 6M | -15.8% | -3.5% | -12.2% | -15.8% |
| YTD | -4.6% | -19.7% | +15.1% | -2.4% |
| 1Y | +4.0% | -19.8% | +23.8% | +6.2% |
| 3Y | +211.1% | +136.4% | +74.7% | +141.9% |
| All | +162.9% | +672.0% | -509.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling