+132.6%
GDX vs CIFR
-28.5%
+161.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.9% | -10.4% | -2.0% |
| 7D | +0.7% | +9.4% | -8.7% | +0.1% |
| 30D | -3.8% | -45.3% | +41.6% | -1.1% |
| 3M | -5.4% | -58.7% | +53.2% | -1.5% |
| 6M | -12.7% | -64.9% | +52.2% | -9.0% |
| YTD | -0.7% | -51.8% | +51.2% | +1.4% |
| 1Y | +11.9% | -61.9% | +73.8% | +15.0% |
| 3Y | +223.9% | +138.6% | +85.3% | +196.4% |
| 5Y | +163.2% | -13.0% | +176.2% | +131.0% |
| All | +132.6% | -28.5% | +161.2% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling