+219.5%
GDX vs CEG
+703.5%
-483.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | +9.9% | +8.8% | +1.1% | +8.1% |
| 3M | +28.2% | +17.0% | +11.2% | +24.4% |
| 6M | -2.9% | -8.7% | +5.8% | -1.9% |
| YTD | +16.0% | -16.4% | +32.4% | +18.2% |
| 1Y | +49.9% | -1.8% | +51.6% | +48.4% |
| 3Y | +263.6% | +175.8% | +87.8% | +173.8% |
| All | +219.5% | +703.5% | -483.9% | +123.7% |
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