+214.2%
GDX vs CP
+1,046.7%
-832.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -0.4% | -2.7% | +2.3% | +0.6% |
| 30D | +18.6% | +0.2% | +18.5% | +18.6% |
| 3M | +14.9% | +2.6% | +12.3% | +13.8% |
| 6M | -6.3% | +6.0% | -12.2% | -8.2% |
| YTD | +15.7% | +24.9% | -9.2% | +7.2% |
| 1Y | +54.8% | +20.1% | +34.7% | +45.2% |
| 3Y | +253.4% | +16.4% | +237.0% | +231.2% |
| 5Y | +219.7% | +31.7% | +187.9% | +184.5% |
| 10Y | +300.2% | +223.9% | +76.4% | +145.1% |
| All | +214.2% | +1,046.7% | -832.5% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling