+289.0%
GDX vs CP
+219.6%
+69.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +4.0% | +2.4% | +1.5% | +3.3% |
| 30D | +9.5% | -0.5% | +10.0% | +9.7% |
| 3M | +25.1% | +1.4% | +23.7% | +24.5% |
| 6M | -2.9% | +10.3% | -13.2% | -5.5% |
| YTD | +14.7% | +24.3% | -9.6% | +8.3% |
| 1Y | +47.4% | +20.4% | +27.0% | +40.2% |
| 3Y | +259.7% | +21.8% | +237.9% | +238.5% |
| 5Y | +227.7% | +31.5% | +196.1% | +202.3% |
| 10Y | +289.0% | +223.2% | +65.7% | +205.7% |
| All | +289.0% | +219.6% | +69.3% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling