+226.4%
GDX vs CTVA
+92.4%
+134.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | -3.8% | -8.7% | +5.0% | -1.7% |
| 3M | -5.4% | +6.4% | -11.8% | -8.5% |
| 6M | -12.7% | -1.9% | -10.8% | -13.7% |
| YTD | -0.7% | +21.5% | -22.2% | -8.4% |
| 1Y | +11.9% | +24.3% | -12.4% | +2.6% |
| All | +226.4% | +92.4% | +134.1% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling