+54.8%
GDX vs CIFR
+122.3%
-67.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -0.4% | +16.9% | -17.3% | -2.6% |
| 30D | +18.6% | -5.2% | +23.8% | +18.8% |
| 3M | +14.9% | -30.6% | +45.5% | +17.8% |
| 6M | -6.3% | +10.6% | -16.9% | -11.0% |
| YTD | +15.7% | +20.2% | -4.5% | +8.4% |
| 1Y | +54.8% | +139.7% | -84.9% | +46.3% |
| All | +54.8% | +122.3% | -67.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling