+330.6%
GDX vs CTVA
+131.3%
+199.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -0.7% |
| 7D | -6.8% | -20.8% | +14.0% | -3.5% |
| 30D | -2.1% | -29.6% | +27.5% | +3.3% |
| 3M | -7.5% | -16.9% | +9.4% | -5.7% |
| 6M | -15.2% | -24.3% | +9.1% | -12.2% |
| YTD | -4.8% | -5.6% | +0.8% | -5.3% |
| 1Y | +6.7% | -4.2% | +10.9% | +5.9% |
| 3Y | +212.7% | +43.3% | +169.5% | +188.9% |
| 5Y | +151.7% | +35.7% | +115.9% | +136.8% |
| All | +330.6% | +131.3% | +199.4% | +290.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling