+327.3%
GDX vs CF
+478.3%
-151.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.3% | -4.1% |
| 7D | -4.6% | +5.4% | -9.9% | -5.0% |
| 30D | -6.2% | +6.5% | -12.7% | -6.8% |
| 3M | -10.0% | +4.6% | -14.7% | -10.6% |
| 6M | -15.8% | -3.3% | -12.4% | -15.8% |
| YTD | -4.6% | +63.9% | -68.5% | -11.4% |
| 1Y | +4.0% | +50.4% | -46.4% | -2.5% |
| 3Y | +211.1% | +68.2% | +142.8% | +184.8% |
| 5Y | +152.3% | +113.8% | +38.4% | +125.3% |
| All | +327.3% | +478.3% | -151.0% | +258.4% |
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