+263.6%
GDX vs CME
+56.2%
+207.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | +18.6% | +6.2% | +12.4% | +18.2% |
| 3M | +14.9% | +10.4% | +4.5% | +14.2% |
| 6M | -6.3% | -9.5% | +3.3% | -4.9% |
| YTD | +15.7% | +6.0% | +9.7% | +14.6% |
| 1Y | +54.8% | +9.3% | +45.6% | +52.6% |
| All | +263.6% | +56.2% | +207.3% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling