+228.9%
GDX vs CFG
+101.4%
+127.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +18.6% | -3.8% | +22.5% | +19.1% |
| 3M | +14.9% | +11.5% | +3.4% | +13.3% |
| 6M | -6.3% | +19.2% | -25.4% | -8.2% |
| YTD | +15.7% | +23.7% | -8.0% | +12.9% |
| 1Y | +54.8% | +38.8% | +16.0% | +49.4% |
| 3Y | +253.4% | +178.9% | +74.5% | +211.8% |
| All | +228.9% | +101.4% | +127.5% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling