+177.3%
GDX vs CI
+985.8%
-808.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.5% |
| 7D | +13.6% | -1.6% | +15.2% | +13.9% |
| 30D | +2.5% | +5.4% | -2.9% | +1.7% |
| 3M | +4.4% | +7.3% | -2.9% | +3.3% |
| 6M | -5.2% | +5.3% | -10.5% | -6.2% |
| YTD | +2.1% | +8.5% | -6.3% | +0.6% |
| 1Y | +24.7% | +17.1% | +7.6% | +21.6% |
| 3Y | +211.3% | +1.4% | +209.9% | +204.5% |
| 5Y | +186.7% | +50.5% | +136.2% | +163.3% |
| 10Y | +285.3% | +168.5% | +116.8% | +208.7% |
| All | +177.3% | +985.8% | -808.6% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling