+181.4%
GDX vs CEG
+583.3%
-401.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.4% |
| 7D | +13.6% | -4.7% | +18.4% | +14.4% |
| 30D | +2.5% | -16.6% | +19.1% | +5.8% |
| 3M | +4.4% | -4.1% | +8.5% | +4.8% |
| 6M | -5.2% | -22.3% | +17.1% | -1.4% |
| YTD | +2.1% | -28.9% | +31.1% | +6.9% |
| 1Y | +24.7% | -28.5% | +53.2% | +30.2% |
| 3Y | +211.3% | +104.3% | +107.0% | +149.2% |
| All | +181.4% | +583.3% | -401.9% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling