+289.0%
GDX vs CFG
+313.6%
-24.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | +4.0% | +2.7% | +1.3% | +3.8% |
| 30D | +9.5% | -3.7% | +13.2% | +9.6% |
| 3M | +25.1% | +9.5% | +15.6% | +24.6% |
| 6M | -2.9% | +22.2% | -25.2% | -3.8% |
| YTD | +14.7% | +22.3% | -7.6% | +13.8% |
| 1Y | +47.4% | +39.4% | +8.0% | +45.6% |
| 3Y | +259.7% | +188.5% | +71.2% | +246.0% |
| 5Y | +227.7% | +101.5% | +126.1% | +215.9% |
| 10Y | +289.0% | +308.6% | -19.7% | +285.9% |
| All | +289.0% | +313.6% | -24.7% | +285.9% |
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