+310.1%
GDX vs CME
+320.1%
-9.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.5% |
| 7D | +15.6% | -0.6% | +16.1% | +15.7% |
| 30D | +2.4% | +8.5% | -6.1% | +1.0% |
| 3M | +1.7% | +16.0% | -14.3% | -0.9% |
| 6M | -3.3% | +9.3% | -12.7% | -5.1% |
| YTD | +6.6% | +15.3% | -8.7% | +3.4% |
| 1Y | +27.0% | +14.4% | +12.6% | +23.3% |
| 3Y | +243.4% | +59.9% | +183.5% | +212.6% |
| 5Y | +194.2% | +69.4% | +124.8% | +162.5% |
| 10Y | +310.1% | +299.5% | +10.7% | +326.9% |
| All | +310.1% | +320.1% | -9.9% | +326.9% |
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