+211.3%
GDX vs CTAS
+75.4%
+135.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.5% |
| 7D | +13.6% | +1.2% | +12.5% | +13.4% |
| 30D | +2.5% | +12.8% | -10.3% | 0.0% |
| 3M | +4.4% | +10.3% | -5.9% | +2.3% |
| 6M | -5.2% | +32.0% | -37.2% | -11.7% |
| YTD | +2.1% | +19.1% | -17.0% | -2.1% |
| 1Y | +24.7% | +21.5% | +3.2% | +18.8% |
| 3Y | +211.3% | +76.0% | +135.2% | +125.4% |
| All | +211.3% | +75.4% | +135.9% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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