+24.7%
GDX vs CMS
-1.6%
+26.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.3% |
| 7D | +13.6% | -1.3% | +14.9% | +13.7% |
| 30D | +2.5% | +6.3% | -3.8% | +1.8% |
| 3M | +4.4% | -2.1% | +6.4% | +4.3% |
| 6M | -5.2% | -5.1% | -0.1% | -4.5% |
| YTD | +2.1% | +1.3% | +0.9% | +3.8% |
| 1Y | +24.7% | -1.4% | +26.1% | +29.1% |
| All | +24.7% | -1.6% | +26.3% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling