+211.4%
GDX vs CPNG
-76.9%
+288.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.4% |
| 7D | -5.4% | -5.4% | 0.0% | -4.7% |
| 30D | +6.6% | -11.1% | +17.6% | +8.1% |
| 3M | +30.1% | -3.0% | +33.1% | +30.3% |
| 6M | -7.1% | -23.5% | +16.4% | -4.7% |
| YTD | +12.0% | -37.8% | +49.8% | +17.4% |
| 1Y | +41.2% | -54.3% | +95.5% | +53.0% |
| 3Y | +251.0% | -20.8% | +271.8% | +253.6% |
| 5Y | +226.7% | -51.1% | +277.8% | +219.6% |
| All | +211.4% | -76.9% | +288.3% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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