+327.3%
GDX vs CME
+305.5%
+21.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -3.9% |
| 7D | -4.6% | +2.7% | -7.2% | -5.0% |
| 30D | -6.2% | +13.5% | -19.7% | -8.2% |
| 3M | -10.0% | +20.9% | -30.9% | -13.0% |
| 6M | -15.8% | +11.5% | -27.3% | -17.6% |
| YTD | -4.6% | +19.5% | -24.0% | -8.1% |
| 1Y | +4.0% | +17.2% | -13.2% | +0.5% |
| 3Y | +211.1% | +65.1% | +146.0% | +181.2% |
| 5Y | +152.3% | +73.1% | +79.2% | +123.8% |
| All | +327.3% | +305.5% | +21.8% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling