+213.5%
GDX vs CFG
+189.7%
+23.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -4.6% | +1.6% | -6.2% | -4.8% |
| 30D | -6.2% | +3.3% | -9.5% | -6.6% |
| 3M | -10.0% | -11.5% | +1.5% | -8.6% |
| 6M | -15.8% | +6.2% | -22.0% | -16.7% |
| YTD | -4.6% | +14.3% | -18.8% | -6.4% |
| 1Y | +4.0% | +26.7% | -22.7% | +1.2% |
| All | +213.5% | +189.7% | +23.8% | +144.9% |
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 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