+319.2%
GDX vs CMS
+134.3%
+184.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.8% | -5.5% |
| 7D | +11.5% | +0.5% | +11.0% | +11.3% |
| 30D | -3.1% | +7.4% | -10.5% | -5.6% |
| 3M | -4.4% | +1.9% | -6.3% | -5.2% |
| 6M | -8.6% | -2.3% | -6.2% | -8.3% |
| YTD | +0.8% | +3.0% | -2.1% | -0.8% |
| 1Y | +14.7% | -2.8% | +17.4% | +15.1% |
| 3Y | +228.8% | +37.9% | +190.9% | +189.9% |
| 5Y | +173.4% | +34.0% | +139.4% | +143.1% |
| 10Y | +319.2% | +138.1% | +181.1% | +190.1% |
| All | +319.2% | +134.3% | +184.9% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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