+227.7%
GDX vs CG
+9.5%
+218.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +4.0% | -1.3% | +5.2% | +4.2% |
| 30D | +9.5% | -3.2% | +12.6% | +10.1% |
| 3M | +25.1% | +6.2% | +18.9% | +23.4% |
| 6M | -2.9% | -4.7% | +1.7% | -2.4% |
| YTD | +14.7% | -20.6% | +35.4% | +18.9% |
| 1Y | +47.4% | -26.4% | +73.8% | +54.4% |
| 3Y | +259.7% | +55.4% | +204.3% | +217.8% |
| 5Y | +227.7% | +9.8% | +217.8% | +189.7% |
| All | +227.7% | +9.5% | +218.2% | +189.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling