+228.9%
GDX vs CF
+227.0%
+1.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.9% |
| 7D | -0.4% | +6.0% | -6.4% | -1.0% |
| 30D | +18.6% | +14.8% | +3.8% | +17.0% |
| 3M | +14.9% | +14.1% | +0.8% | +13.2% |
| 6M | -6.3% | +28.5% | -34.8% | -10.8% |
| YTD | +15.7% | +74.9% | -59.2% | +4.4% |
| 1Y | +54.8% | +61.7% | -6.8% | +41.3% |
| 3Y | +253.4% | +80.3% | +173.1% | +210.8% |
| All | +228.9% | +227.0% | +1.9% | +201.4% |
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 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