+423.6%
GDX vs CTVA
+223.3%
+200.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | +4.9% | -5.3% | -1.3% |
| 30D | +18.6% | +11.9% | +6.7% | +16.1% |
| 3M | +14.9% | +13.7% | +1.2% | +11.9% |
| 6M | -6.3% | +13.1% | -19.4% | -8.7% |
| YTD | +15.7% | +32.0% | -16.2% | +9.8% |
| 1Y | +54.8% | +22.1% | +32.8% | +48.6% |
| 3Y | +253.4% | +77.5% | +176.0% | +216.2% |
| 5Y | +219.7% | +106.3% | +113.4% | +185.3% |
| All | +423.6% | +223.3% | +200.3% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling