+173.4%
GDX vs CF
+116.3%
+57.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.7% |
| 7D | +11.5% | +4.8% | +6.7% | +10.9% |
| 30D | -3.1% | +9.7% | -12.8% | -4.1% |
| 3M | -4.4% | +1.2% | -5.7% | -4.7% |
| 6M | -8.6% | +7.4% | -15.9% | -9.7% |
| YTD | +0.8% | +60.5% | -59.7% | -9.0% |
| 1Y | +14.7% | +50.7% | -36.1% | +4.6% |
| 3Y | +228.8% | +64.8% | +164.0% | +188.9% |
| 5Y | +173.4% | +115.8% | +57.6% | +136.3% |
| All | +173.4% | +116.3% | +57.1% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling