+47.4%
GDX vs CME
+10.5%
+36.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.0% |
| 7D | +4.0% | -2.9% | +6.8% | +3.5% |
| 30D | +9.5% | +5.5% | +4.0% | +10.2% |
| 3M | +25.1% | +11.0% | +14.1% | +26.4% |
| 6M | -2.9% | -9.7% | +6.8% | -3.1% |
| YTD | +14.7% | +4.9% | +9.9% | +15.5% |
| 1Y | +47.4% | +10.1% | +37.3% | +56.9% |
| All | +47.4% | +10.5% | +36.9% | +56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling