+177.3%
GDX vs CP
+1,056.3%
-879.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.7% |
| 7D | +13.6% | +2.8% | +10.9% | +12.6% |
| 30D | +2.5% | +10.2% | -7.7% | -0.9% |
| 3M | +4.4% | +2.4% | +2.0% | +3.6% |
| 6M | -5.2% | +7.7% | -12.9% | -7.7% |
| YTD | +2.1% | +26.0% | -23.9% | -5.7% |
| 1Y | +24.7% | +34.6% | -9.9% | +12.6% |
| 3Y | +211.3% | +26.7% | +184.6% | +183.6% |
| 5Y | +186.7% | +24.9% | +161.8% | +159.8% |
| 10Y | +285.3% | +258.6% | +26.7% | +127.0% |
| All | +177.3% | +1,056.3% | -879.1% | -24.9% |
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 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