+173.8%
GDX vs CNP
+649.0%
-475.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | +11.5% | -3.0% | +14.5% | +12.5% |
| 30D | -3.1% | +6.8% | -10.0% | -5.7% |
| 3M | -4.4% | +3.6% | -8.1% | -6.0% |
| 6M | -8.6% | 0.0% | -8.5% | -9.2% |
| YTD | +0.8% | +9.4% | -8.6% | -3.4% |
| 1Y | +14.7% | +6.8% | +7.8% | +10.7% |
| 3Y | +228.8% | +64.2% | +164.6% | +169.8% |
| 5Y | +173.4% | +76.0% | +97.3% | +118.1% |
| 10Y | +319.2% | +143.3% | +175.9% | +172.4% |
| All | +173.8% | +649.0% | -475.2% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling