+86.0%
GDX vs CPAY
+1,528.2%
-1,442.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.6% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | +9.5% | +3.6% | +5.9% | +8.9% |
| 3M | +25.1% | +16.6% | +8.5% | +22.3% |
| 6M | -2.9% | +29.5% | -32.4% | -6.5% |
| YTD | +14.7% | +35.3% | -20.5% | +9.6% |
| 1Y | +47.4% | +30.6% | +16.8% | +41.2% |
| 3Y | +259.7% | +49.7% | +209.9% | +233.1% |
| 5Y | +227.7% | +54.4% | +173.2% | +197.5% |
| 10Y | +289.0% | +142.8% | +146.1% | +229.7% |
| All | +86.0% | +1,528.2% | -1,442.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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