+24.8%
GDX vs CTVA
+33.4%
-8.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.2% | +5.8% | +8.3% |
| 7D | +0.8% | +8.2% | -7.4% | -0.8% |
| 30D | -3.2% | -1.0% | -2.2% | -4.3% |
| 3M | +8.6% | +4.6% | +4.0% | +4.4% |
| 6M | -1.2% | +0.5% | -1.7% | -5.9% |
| YTD | -1.4% | +22.7% | -24.1% | -21.2% |
| 1Y | +24.8% | +32.0% | -7.2% | -9.2% |
| All | +24.8% | +33.4% | -8.7% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling