+125.0%
GDX vs CG
+300.6%
-175.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.2% |
| 7D | +11.5% | +2.0% | +9.5% | +11.2% |
| 30D | -3.1% | +8.5% | -11.7% | -4.2% |
| 3M | -4.4% | -12.1% | +7.7% | -3.0% |
| 6M | -8.6% | -16.4% | +7.9% | -6.7% |
| YTD | +0.8% | -28.0% | +28.8% | +4.4% |
| 1Y | +14.7% | -18.9% | +33.6% | +17.2% |
| 3Y | +228.8% | +51.2% | +177.5% | +209.0% |
| 5Y | +173.4% | -15.9% | +189.2% | +165.0% |
| 10Y | +319.2% | +305.9% | +13.3% | +257.8% |
| All | +125.0% | +300.6% | -175.5% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling