+212.7%
GDX vs CPNG
-1.0%
+213.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -6.8% | -6.8% | -0.1% | -5.3% |
| 30D | -2.1% | +5.5% | -7.6% | -3.2% |
| 3M | -7.5% | -6.8% | -0.8% | -6.3% |
| 6M | -15.2% | -4.8% | -10.3% | -14.8% |
| YTD | -4.8% | -35.6% | +30.8% | +1.5% |
| 1Y | +6.7% | -46.8% | +53.5% | +17.7% |
| 3Y | +212.7% | -0.8% | +213.5% | +188.4% |
| All | +212.7% | -1.0% | +213.7% | +188.4% |
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