+296.0%
GDX vs CNQ
+426.2%
-130.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +6.8% | +6.2% | +0.5% | +5.9% |
| 3M | +24.9% | +12.4% | +12.6% | +22.9% |
| 6M | -4.2% | +9.0% | -13.2% | -5.8% |
| YTD | +13.2% | +52.2% | -39.0% | +6.3% |
| 1Y | +40.2% | +65.0% | -24.8% | +30.0% |
| 3Y | +249.6% | +78.8% | +170.8% | +219.6% |
| 5Y | +230.4% | +286.0% | -55.6% | +185.2% |
| All | +296.0% | +426.2% | -130.2% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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