+227.7%
GDX vs CIFR
+59.6%
+168.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.1% |
| 7D | +4.0% | +26.7% | -22.7% | +2.6% |
| 30D | +9.5% | +7.7% | +1.7% | +8.9% |
| 3M | +25.1% | -23.8% | +48.9% | +25.8% |
| 6M | -2.9% | +35.9% | -38.8% | -5.5% |
| YTD | +14.7% | +25.4% | -10.7% | +11.9% |
| 1Y | +47.4% | +139.8% | -92.3% | +39.3% |
| 3Y | +259.7% | +515.0% | -255.3% | +214.2% |
| 5Y | +227.7% | +52.1% | +175.6% | +161.7% |
| All | +227.7% | +59.6% | +168.1% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling