+260.9%
GDX vs CMS
+36.5%
+224.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +18.6% | -3.6% | +22.2% | +20.2% |
| 3M | +14.9% | -1.9% | +16.8% | +14.8% |
| 6M | -6.3% | -11.0% | +4.7% | -1.9% |
| YTD | +15.7% | +0.2% | +15.5% | +14.6% |
| 1Y | +54.8% | -1.3% | +56.2% | +54.3% |
| All | +260.9% | +36.5% | +224.4% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling