+211.3%
GDX vs CFG
+168.6%
+42.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +13.6% | -0.9% | +14.5% | +13.8% |
| 30D | +2.5% | +1.1% | +1.4% | +2.4% |
| 3M | +4.4% | -12.0% | +16.4% | +6.2% |
| 6M | -5.2% | -2.2% | -3.0% | -5.2% |
| YTD | +2.1% | +11.4% | -9.3% | +0.6% |
| 1Y | +24.7% | +27.8% | -3.1% | +21.4% |
| 3Y | +211.3% | +173.3% | +38.0% | +142.7% |
| All | +211.3% | +168.6% | +42.7% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling