+341.5%
GDX vs CFG
+347.0%
-5.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +13.6% | -0.9% | +14.5% | +13.7% |
| 30D | +2.5% | +1.1% | +1.4% | +2.5% |
| 3M | +4.4% | -12.0% | +16.4% | +4.6% |
| 6M | -5.2% | -2.2% | -3.0% | -5.2% |
| YTD | +2.1% | +11.4% | -9.3% | +2.0% |
| 1Y | +24.7% | +27.8% | -3.1% | +24.5% |
| 3Y | +211.3% | +173.3% | +38.0% | +210.0% |
| 5Y | +186.7% | +62.4% | +124.2% | +182.6% |
| 10Y | +285.3% | +249.6% | +35.7% | +309.4% |
| All | +341.5% | +347.0% | -5.5% | +392.1% |
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