+171.4%
GDX vs CF
+5,060.9%
-4,889.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.8% | -0.2% |
| 7D | +5.4% | +0.4% | +5.0% | +5.0% |
| 30D | -2.8% | +2.2% | -5.0% | -3.7% |
| 3M | +2.5% | +2.1% | +0.4% | +1.2% |
| 6M | -0.1% | -6.5% | +6.5% | 0.0% |
| YTD | 0.0% | +55.6% | -55.6% | -14.6% |
| 1Y | +22.2% | +42.3% | -20.1% | +6.9% |
| 3Y | +201.4% | +55.7% | +145.7% | +151.0% |
| 5Y | +180.6% | +122.4% | +58.2% | +102.3% |
| 10Y | +277.2% | +568.5% | -291.4% | +64.8% |
| All | +171.4% | +5,060.9% | -4,889.5% | -62.9% |
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