+214.2%
GDX vs CMCSA
+304.3%
-90.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | +18.6% | +7.0% | +11.6% | +17.0% |
| 3M | +14.9% | +15.1% | -0.2% | +11.4% |
| 6M | -6.3% | -15.4% | +9.1% | -3.9% |
| YTD | +15.7% | -1.9% | +17.6% | +15.0% |
| 1Y | +54.8% | -12.7% | +67.6% | +57.1% |
| 3Y | +253.4% | -31.0% | +284.4% | +271.3% |
| 5Y | +219.7% | -46.1% | +265.8% | +248.4% |
| 10Y | +300.2% | +10.8% | +289.4% | +253.4% |
| All | +214.2% | +304.3% | -90.2% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling