-5.2%
GDX vs CEG
-21.8%
+16.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.6% |
| 7D | +13.6% | -4.7% | +18.4% | +15.1% |
| 30D | +2.5% | -16.6% | +19.1% | +9.9% |
| 3M | +4.4% | -4.1% | +8.5% | +3.6% |
| 6M | -5.2% | -22.3% | +17.1% | +1.3% |
| All | -5.2% | -21.8% | +16.5% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling