+310.1%
GDX vs CP
+261.0%
+49.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.9% |
| 7D | +15.6% | +2.8% | +12.8% | +14.8% |
| 30D | +2.4% | +11.3% | -8.9% | -0.5% |
| 3M | +1.7% | +2.9% | -1.1% | +1.0% |
| 6M | -3.3% | +9.8% | -13.1% | -5.8% |
| YTD | +6.6% | +28.5% | -21.9% | -0.1% |
| 1Y | +27.0% | +33.5% | -6.5% | +17.8% |
| 3Y | +243.4% | +31.9% | +211.4% | +217.4% |
| 5Y | +194.2% | +25.5% | +168.7% | +173.3% |
| 10Y | +310.1% | +257.6% | +52.6% | +227.4% |
| All | +310.1% | +261.0% | +49.2% | +227.4% |
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