+263.6%
GDX vs CEG
+182.6%
+81.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.1% |
| 7D | -0.4% | +8.0% | -8.4% | -1.8% |
| 30D | +18.6% | +12.9% | +5.7% | +16.1% |
| 3M | +14.9% | +13.2% | +1.7% | +12.4% |
| 6M | -6.3% | -7.0% | +0.7% | -5.9% |
| YTD | +15.7% | -15.0% | +30.7% | +17.1% |
| 1Y | +54.8% | -2.7% | +57.6% | +53.5% |
| All | +263.6% | +182.6% | +81.0% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling