+263.6%
GDX vs CG
+60.2%
+203.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -0.4% | -4.3% | +3.9% | +0.6% |
| 30D | +18.6% | -5.1% | +23.7% | +19.8% |
| 3M | +14.9% | +8.7% | +6.2% | +12.6% |
| 6M | -6.3% | -9.2% | +3.0% | -5.0% |
| YTD | +15.7% | -18.9% | +34.6% | +19.2% |
| 1Y | +54.8% | -25.6% | +80.5% | +61.2% |
| All | +263.6% | +60.2% | +203.3% | +198.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling