+214.2%
GDX vs CF
+5,704.2%
-5,490.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.4% |
| 7D | -0.4% | +6.0% | -6.4% | -2.0% |
| 30D | +18.6% | +14.8% | +3.8% | +14.3% |
| 3M | +14.9% | +14.1% | +0.8% | +10.4% |
| 6M | -6.3% | +28.5% | -34.8% | -14.9% |
| YTD | +15.7% | +74.9% | -59.2% | -3.5% |
| 1Y | +54.8% | +61.7% | -6.8% | +31.4% |
| 3Y | +253.4% | +80.3% | +173.1% | +184.2% |
| 5Y | +219.7% | +226.0% | -6.3% | +107.2% |
| 10Y | +300.2% | +569.9% | -269.6% | +76.8% |
| All | +214.2% | +5,704.2% | -5,490.0% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling