+238.4%
GDX vs CMG
-6.5%
+244.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.4% |
| 7D | +1.9% | -6.5% | +8.3% | +2.8% |
| 30D | +9.9% | +12.1% | -2.2% | +8.2% |
| 3M | +28.2% | +20.6% | +7.6% | +24.5% |
| 6M | -2.9% | +2.1% | -5.0% | -3.6% |
| YTD | +16.0% | -2.6% | +18.6% | +15.8% |
| 1Y | +49.9% | -8.7% | +58.6% | +50.0% |
| 3Y | +263.6% | -7.4% | +270.9% | +253.9% |
| All | +238.4% | -6.5% | +244.9% | +205.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling