+310.1%
GDX vs CF
+546.3%
-236.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +15.6% | -0.9% | +16.4% | +15.6% |
| 30D | +2.4% | +6.9% | -4.5% | +1.7% |
| 3M | +1.7% | +4.8% | -3.1% | +1.1% |
| 6M | -3.3% | +4.7% | -8.0% | -4.2% |
| YTD | +6.6% | +56.5% | -49.9% | -0.4% |
| 1Y | +27.0% | +48.4% | -21.4% | +19.3% |
| 3Y | +243.4% | +59.1% | +184.2% | +216.8% |
| 5Y | +194.2% | +109.5% | +84.7% | +164.5% |
| 10Y | +310.1% | +487.0% | -176.8% | +268.7% |
| All | +310.1% | +546.3% | -236.1% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling