+292.3%
GDX vs CP
+221.3%
+71.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -0.4% | -2.7% | +2.3% | +0.4% |
| 30D | +18.6% | +0.2% | +18.5% | +18.6% |
| 3M | +14.9% | +2.6% | +12.3% | +14.0% |
| 6M | -6.3% | +6.0% | -12.2% | -7.8% |
| YTD | +15.7% | +24.9% | -9.2% | +9.0% |
| 1Y | +54.8% | +20.1% | +34.7% | +47.3% |
| 3Y | +253.4% | +16.4% | +237.0% | +236.1% |
| 5Y | +219.7% | +31.7% | +187.9% | +194.7% |
| All | +292.3% | +221.3% | +71.0% | +207.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling