+122.9%
GDX vs CIFR
-31.1%
+154.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | 0.0% |
| 7D | -6.8% | +4.8% | -11.6% | -7.1% |
| 30D | -2.1% | -31.0% | +28.9% | -0.6% |
| 3M | -7.5% | -58.7% | +51.2% | -3.7% |
| 6M | -15.2% | -67.7% | +52.5% | -11.2% |
| YTD | -4.8% | -53.5% | +48.7% | -2.6% |
| 1Y | +6.7% | -54.1% | +60.8% | +9.1% |
| 3Y | +212.7% | +138.2% | +74.5% | +186.4% |
| 5Y | +151.7% | -18.5% | +170.2% | +121.3% |
| All | +122.9% | -31.1% | +154.0% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling