+11.9%
GDX vs CF
+51.3%
-39.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.4% |
| 7D | +0.7% | +10.4% | -9.6% | +2.4% |
| 30D | -3.8% | +7.6% | -11.3% | -2.5% |
| 3M | -5.4% | +5.2% | -10.6% | -4.0% |
| 6M | -12.7% | -0.1% | -12.6% | -11.8% |
| YTD | -0.7% | +61.7% | -62.3% | -9.3% |
| 1Y | +11.9% | +50.3% | -38.4% | +4.3% |
| All | +11.9% | +51.3% | -39.4% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling