+224.1%
GDX vs CGNX
-25.4%
+249.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.5% |
| 7D | -2.2% | +3.2% | -5.3% | -2.7% |
| 30D | +6.8% | +6.0% | +0.8% | +5.6% |
| 3M | +24.9% | +3.5% | +21.4% | +23.7% |
| 6M | -4.2% | +26.3% | -30.5% | -7.7% |
| YTD | +13.2% | +79.2% | -66.0% | +2.1% |
| 1Y | +40.2% | +43.8% | -3.6% | +30.5% |
| 3Y | +249.6% | +52.0% | +197.6% | +213.9% |
| All | +224.1% | -25.4% | +249.5% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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