+41.2%
GDX vs CTVA
+18.2%
+23.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -5.4% | -4.7% | -0.7% | -4.3% |
| 30D | +6.6% | +11.1% | -4.5% | +3.4% |
| 3M | +30.1% | +13.7% | +16.4% | +24.0% |
| 6M | -7.1% | +11.2% | -18.3% | -11.2% |
| YTD | +12.0% | +26.9% | -14.9% | +5.9% |
| 1Y | +41.2% | +18.8% | +22.4% | +32.3% |
| All | +41.2% | +18.2% | +23.1% | +32.3% |
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