+259.7%
GDX vs CI
+4.2%
+255.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.8% |
| 7D | +4.0% | -2.0% | +6.0% | +4.0% |
| 30D | +9.5% | -1.8% | +11.3% | +9.5% |
| 3M | +25.1% | -4.2% | +29.3% | +25.1% |
| 6M | -2.9% | +2.7% | -5.6% | -3.0% |
| YTD | +14.7% | +1.9% | +12.8% | +14.9% |
| 1Y | +47.4% | -6.3% | +53.7% | +47.6% |
| 3Y | +259.7% | +3.9% | +255.8% | +250.3% |
| All | +259.7% | +4.2% | +255.5% | +250.3% |
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 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