+41.2%
GDX vs CMCSA
-16.0%
+57.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.8% | -3.1% |
| 7D | -5.4% | -5.6% | +0.2% | -6.0% |
| 30D | +6.6% | -1.9% | +8.4% | +6.5% |
| 3M | +30.1% | +6.4% | +23.7% | +31.5% |
| 6M | -7.1% | -16.9% | +9.8% | -8.3% |
| YTD | +12.0% | -6.8% | +18.7% | +14.4% |
| 1Y | +41.2% | -15.9% | +57.1% | +52.5% |
| All | +41.2% | -16.0% | +57.2% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling