+243.4%
GDX vs CIFR
+79.2%
+164.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +4.1% |
| 7D | +15.6% | -0.7% | +16.3% | +14.8% |
| 30D | +2.4% | -49.6% | +52.1% | +6.9% |
| 3M | +1.7% | -60.4% | +62.1% | +7.7% |
| 6M | -3.3% | -66.9% | +63.6% | +2.6% |
| YTD | +6.6% | -53.9% | +60.5% | +10.2% |
| 1Y | +27.0% | -67.1% | +94.1% | +32.6% |
| 3Y | +243.4% | +118.3% | +125.1% | +212.6% |
| All | +243.4% | +79.2% | +164.2% | +212.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling