+211.5%
GDX vs CMI
+3,078.4%
-2,866.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.0% | +1.9% | +2.1% | +3.3% |
| 30D | +9.5% | -12.5% | +22.0% | +13.7% |
| 3M | +25.1% | -16.2% | +41.3% | +31.4% |
| 6M | -2.9% | +4.9% | -7.8% | -4.3% |
| YTD | +14.7% | +11.1% | +3.6% | +11.5% |
| 1Y | +47.4% | +43.4% | +4.0% | +33.4% |
| 3Y | +259.7% | +154.1% | +105.6% | +172.9% |
| 5Y | +227.7% | +169.5% | +58.2% | +140.4% |
| 10Y | +289.0% | +503.8% | -214.8% | +113.0% |
| All | +211.5% | +3,078.4% | -2,866.9% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling