+185.4%
GDX vs CNP
+73.6%
+111.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.5% |
| 7D | +13.6% | -4.2% | +17.8% | +15.3% |
| 30D | +2.5% | +5.5% | -3.0% | -0.1% |
| 3M | +4.4% | +0.6% | +3.8% | +3.6% |
| 6M | -5.2% | -2.8% | -2.4% | -5.0% |
| YTD | +2.1% | +7.9% | -5.7% | -3.0% |
| 1Y | +24.7% | +6.7% | +18.0% | +19.1% |
| 3Y | +211.3% | +61.1% | +150.1% | +140.1% |
| All | +185.4% | +73.6% | +111.8% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling