+6.7%
GDX vs CEG
-19.5%
+26.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -6.8% | +12.1% | -18.9% | -9.9% |
| 30D | -2.1% | +0.2% | -2.3% | -2.5% |
| 3M | -7.5% | +0.7% | -8.2% | -8.4% |
| 6M | -15.2% | +2.2% | -17.4% | -16.7% |
| YTD | -4.8% | -20.3% | +15.5% | -4.9% |
| 1Y | +6.7% | -16.1% | +22.8% | +3.0% |
| All | +6.7% | -19.5% | +26.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling