+158.4%
GDX vs CMG
+2,761.3%
-2,602.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -6.8% | +2.5% | -9.3% | -7.1% |
| 30D | -2.1% | +15.6% | -17.7% | -4.0% |
| 3M | -7.5% | +8.2% | -15.7% | -8.6% |
| 6M | -15.2% | +9.9% | -25.0% | -16.7% |
| YTD | -4.8% | -4.6% | -0.2% | -5.0% |
| 1Y | +6.7% | +12.4% | -5.7% | +4.4% |
| 3Y | +212.7% | -18.0% | +230.7% | +213.4% |
| 5Y | +151.7% | -5.3% | +157.0% | +144.6% |
| 10Y | +330.3% | +344.2% | -13.9% | +240.4% |
| All | +158.4% | +2,761.3% | -2,602.9% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling