+258.1%
GDX vs CPNG
-21.2%
+279.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | -7.6% | +9.5% | +3.5% |
| 30D | +9.9% | -8.8% | +18.8% | +12.0% |
| 3M | +28.2% | -7.2% | +35.4% | +29.5% |
| 6M | -2.9% | -21.5% | +18.6% | +0.5% |
| YTD | +16.0% | -37.4% | +53.4% | +24.7% |
| 1Y | +49.9% | -54.3% | +104.2% | +70.7% |
| All | +258.1% | -21.2% | +279.3% | +254.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling