+289.0%
GDX vs CI
+142.6%
+146.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.8% |
| 7D | +4.0% | -2.0% | +6.0% | +4.1% |
| 30D | +9.5% | -1.8% | +11.3% | +9.6% |
| 3M | +25.1% | -4.2% | +29.3% | +25.3% |
| 6M | -2.9% | +2.7% | -5.6% | -3.2% |
| YTD | +14.7% | +1.9% | +12.8% | +14.5% |
| 1Y | +47.4% | -6.3% | +53.7% | +47.5% |
| 3Y | +259.7% | +3.9% | +255.8% | +255.5% |
| 5Y | +227.7% | +41.9% | +185.8% | +216.8% |
| 10Y | +289.0% | +140.4% | +148.6% | +258.3% |
| All | +289.0% | +142.6% | +146.4% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling