+245.7%
GDX vs CMG
-7.5%
+253.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | -5.4% | -3.8% | -1.5% | -4.9% |
| 30D | +6.6% | +12.9% | -6.3% | +5.1% |
| 3M | +30.1% | +18.8% | +11.3% | +27.4% |
| 6M | -7.1% | +4.1% | -11.2% | -7.7% |
| YTD | +12.0% | -2.4% | +14.3% | +11.8% |
| 1Y | +41.2% | -6.7% | +47.9% | +40.6% |
| All | +245.7% | -7.5% | +253.3% | +234.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling