+180.6%
GDX vs CF
+125.5%
+55.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.8% | +0.8% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | -2.8% | +2.2% | -5.0% | -3.1% |
| 3M | +2.5% | +2.1% | +0.4% | +2.0% |
| 6M | -0.1% | -6.5% | +6.5% | +0.1% |
| YTD | 0.0% | +55.6% | -55.6% | -9.5% |
| 1Y | +22.2% | +42.3% | -20.1% | +12.3% |
| 3Y | +201.4% | +55.7% | +145.7% | +167.0% |
| 5Y | +180.6% | +122.4% | +58.2% | +140.1% |
| All | +180.6% | +125.5% | +55.2% | +140.1% |
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