+296.0%
GDX vs CMI
+516.5%
-220.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | +6.8% | -12.4% | +19.1% | +10.1% |
| 3M | +24.9% | -14.8% | +39.7% | +29.6% |
| 6M | -4.2% | +0.8% | -5.0% | -4.1% |
| YTD | +13.2% | +10.2% | +3.0% | +11.7% |
| 1Y | +40.2% | +37.4% | +2.8% | +33.0% |
| 3Y | +249.6% | +153.3% | +96.3% | +194.3% |
| 5Y | +230.4% | +167.6% | +62.8% | +173.5% |
| All | +296.0% | +516.5% | -220.5% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling