+233.6%
GDX vs CME
+75.4%
+158.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.3% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | +9.9% | +4.2% | +5.7% | +9.0% |
| 3M | +28.2% | +7.3% | +20.9% | +26.2% |
| 6M | -2.9% | -11.4% | +8.5% | -0.5% |
| YTD | +16.0% | +3.5% | +12.4% | +14.1% |
| 1Y | +49.9% | +8.6% | +41.3% | +45.4% |
| 3Y | +263.6% | +51.6% | +212.0% | +223.4% |
| 5Y | +233.6% | +75.3% | +158.3% | +192.8% |
| All | +233.6% | +75.4% | +158.2% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling