+24.8%
GDX vs CIFR
-69.0%
+93.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -20.0% | +29.0% | +11.9% |
| 7D | +0.8% | -26.7% | +27.5% | +4.6% |
| 30D | -3.2% | -58.0% | +54.8% | +9.6% |
| 3M | +8.6% | -68.1% | +76.7% | +27.1% |
| 6M | -1.2% | -63.7% | +62.4% | +8.8% |
| YTD | -1.4% | -56.0% | +54.6% | +3.2% |
| 1Y | +24.8% | -71.1% | +95.9% | +37.9% |
| All | +24.8% | -69.0% | +93.8% | +37.9% |
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