+136.1%
GDX vs CIFR
-34.4%
+170.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -5.2% |
| 7D | +11.5% | -19.6% | +31.0% | +12.4% |
| 30D | -3.1% | -51.7% | +48.6% | +0.3% |
| 3M | -4.4% | -60.0% | +55.6% | -0.3% |
| 6M | -8.6% | -68.2% | +59.7% | -4.2% |
| YTD | +0.8% | -55.8% | +56.6% | +3.5% |
| 1Y | +14.7% | -66.8% | +81.4% | +18.7% |
| 3Y | +228.8% | +119.1% | +109.6% | +202.4% |
| 5Y | +173.4% | -25.3% | +198.6% | +141.2% |
| All | +136.1% | -34.4% | +170.5% | +91.3% |
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