+16.1%
GDX vs CEG
-31.6%
+47.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.9% |
| 7D | +13.6% | -4.7% | +18.4% | +14.8% |
| 30D | +2.5% | -16.6% | +19.1% | +7.9% |
| 3M | +4.4% | -4.1% | +8.5% | +4.7% |
| 6M | -5.2% | -22.3% | +17.1% | -0.5% |
| YTD | +2.1% | -28.9% | +31.1% | +6.2% |
| All | +16.1% | -31.6% | +47.7% | +20.3% |
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