+150.7%
GDX vs CMS
+36.3%
+114.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -6.8% | +1.7% | -8.5% | -7.5% |
| 30D | -2.1% | +6.2% | -8.3% | -4.7% |
| 3M | -7.5% | +0.6% | -8.1% | -8.0% |
| 6M | -15.2% | -1.8% | -13.4% | -15.1% |
| YTD | -4.8% | +3.8% | -8.7% | -7.3% |
| 1Y | +6.7% | -1.8% | +8.5% | +6.7% |
| 3Y | +212.7% | +39.8% | +172.9% | +159.1% |
| All | +150.7% | +36.3% | +114.4% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling