+49.9%
GDX vs CG
-29.3%
+79.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.3% |
| 7D | +1.9% | -6.4% | +8.3% | +4.0% |
| 30D | +9.9% | -7.1% | +17.0% | +12.2% |
| 3M | +28.2% | -1.6% | +29.8% | +27.9% |
| 6M | -2.9% | -8.3% | +5.4% | -1.3% |
| YTD | +16.0% | -23.8% | +39.8% | +22.5% |
| 1Y | +49.9% | -28.7% | +78.6% | +56.2% |
| All | +49.9% | -29.3% | +79.2% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling