+216.1%
GDX vs CEG
+717.5%
-501.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +6.7% | -2.7% | +2.6% |
| 30D | +9.5% | +11.0% | -1.5% | +7.3% |
| 3M | +25.1% | +19.5% | +5.6% | +20.9% |
| 6M | -2.9% | -5.9% | +2.9% | -2.5% |
| YTD | +14.7% | -15.0% | +29.7% | +16.6% |
| 1Y | +47.4% | +0.6% | +46.8% | +45.3% |
| 3Y | +259.7% | +180.6% | +79.1% | +170.0% |
| All | +216.1% | +717.5% | -501.4% | +120.6% |
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