+158.4%
GDX vs CMCSA
+290.0%
-131.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -6.8% | +3.2% | -10.0% | -7.3% |
| 30D | -2.1% | +19.5% | -21.6% | -5.4% |
| 3M | -7.5% | -2.4% | -5.1% | -7.4% |
| 6M | -15.2% | +3.8% | -19.0% | -16.3% |
| YTD | -4.8% | -5.4% | +0.6% | -5.0% |
| 1Y | +6.7% | +1.1% | +5.6% | +4.9% |
| 3Y | +212.7% | -27.1% | +239.9% | +223.9% |
| 5Y | +151.7% | -40.3% | +191.9% | +167.7% |
| 10Y | +330.3% | +6.0% | +324.3% | +282.8% |
| All | +158.4% | +290.0% | -131.6% | +40.1% |
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