+185.4%
GDX vs CG
-22.2%
+207.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | +13.6% | -1.2% | +14.8% | +13.9% |
| 30D | +2.5% | +5.0% | -2.5% | +1.4% |
| 3M | +4.4% | -18.2% | +22.6% | +8.4% |
| 6M | -5.2% | -20.7% | +15.5% | -1.2% |
| YTD | +2.1% | -31.4% | +33.6% | +8.8% |
| 1Y | +24.7% | -22.3% | +46.9% | +29.9% |
| 3Y | +211.3% | +50.2% | +161.1% | +176.4% |
| All | +185.4% | -22.2% | +207.5% | +163.4% |
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