+289.0%
GDX vs CNP
+135.4%
+153.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +4.0% | +1.6% | +2.3% | +3.5% |
| 30D | +9.5% | -0.8% | +10.3% | +9.6% |
| 3M | +25.1% | -3.6% | +28.7% | +26.0% |
| 6M | -2.9% | -6.9% | +4.0% | -1.4% |
| YTD | +14.7% | +6.4% | +8.3% | +11.9% |
| 1Y | +47.4% | +9.9% | +37.5% | +42.3% |
| 3Y | +259.7% | +53.1% | +206.6% | +213.4% |
| 5Y | +227.7% | +72.0% | +155.7% | +177.4% |
| 10Y | +289.0% | +131.5% | +157.5% | +141.3% |
| All | +289.0% | +135.4% | +153.6% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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