+400.3%
GDX vs CFG
+396.4%
+4.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.4% |
| 30D | +18.6% | -3.8% | +22.5% | +18.7% |
| 3M | +14.9% | +11.5% | +3.4% | +14.7% |
| 6M | -6.3% | +19.2% | -25.4% | -6.5% |
| YTD | +15.7% | +23.7% | -8.0% | +15.4% |
| 1Y | +54.8% | +38.8% | +16.0% | +54.3% |
| 3Y | +253.4% | +178.9% | +74.5% | +251.1% |
| 5Y | +219.7% | +101.8% | +117.9% | +216.0% |
| 10Y | +300.2% | +317.3% | -17.1% | +332.1% |
| All | +400.3% | +396.4% | +4.0% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling