+310.1%
GDX vs CFG
+248.3%
+61.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +4.3% |
| 7D | +15.6% | +0.3% | +15.3% | +15.5% |
| 30D | +2.4% | +3.2% | -0.8% | +2.3% |
| 3M | +1.7% | -9.7% | +11.4% | +2.2% |
| 6M | -3.3% | +3.6% | -6.9% | -3.5% |
| YTD | +6.6% | +14.7% | -8.1% | +6.0% |
| 1Y | +27.0% | +29.6% | -2.6% | +25.8% |
| 3Y | +243.4% | +190.6% | +52.8% | +231.0% |
| 5Y | +194.2% | +67.1% | +127.1% | +184.3% |
| 10Y | +310.1% | +237.0% | +73.1% | +426.2% |
| All | +310.1% | +248.3% | +61.9% | +426.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling