+212.7%
GDX vs CI
+7.2%
+205.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -6.8% | +1.2% | -8.0% | -6.8% |
| 30D | -2.1% | +2.6% | -4.7% | -2.1% |
| 3M | -7.5% | +7.4% | -14.9% | -7.5% |
| 6M | -15.2% | -0.1% | -15.1% | -15.1% |
| YTD | -4.8% | +9.7% | -14.6% | -4.7% |
| 1Y | +6.7% | +12.1% | -5.4% | +6.9% |
| 3Y | +212.7% | +7.0% | +205.7% | +217.6% |
| All | +212.7% | +7.2% | +205.6% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling