+40.2%
GDX vs CMG
-6.5%
+46.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.2% | -2.1% | -0.1% | -1.9% |
| 30D | +6.8% | +10.9% | -4.2% | +5.4% |
| 3M | +24.9% | +15.8% | +9.1% | +22.7% |
| 6M | -4.2% | +6.9% | -11.1% | -4.8% |
| YTD | +13.2% | -2.2% | +15.4% | +13.4% |
| 1Y | +40.2% | -7.1% | +47.3% | +35.2% |
| All | +40.2% | -6.5% | +46.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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