+171.6%
GDX vs CIFR
+69.8%
+101.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.7% | +9.8% | +1.6% |
| 7D | +1.9% | +11.3% | -9.4% | +1.2% |
| 30D | +9.9% | +3.5% | +6.4% | +9.5% |
| 3M | +28.2% | -26.6% | +54.8% | +29.1% |
| 6M | -2.9% | +18.1% | -21.0% | -4.8% |
| YTD | +16.0% | +14.5% | +1.5% | +13.6% |
| 1Y | +49.9% | +83.3% | -33.4% | +43.3% |
| 3Y | +263.6% | +461.5% | -197.9% | +218.6% |
| 5Y | +233.6% | +29.3% | +204.3% | +180.8% |
| All | +171.6% | +69.8% | +101.7% | +110.0% |
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