+326.3%
GDX vs CVS
+63.8%
+262.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -6.8% | +6.6% | -13.4% | -6.8% |
| 30D | -2.1% | -0.4% | -1.7% | -2.2% |
| 3M | -7.5% | -5.3% | -2.2% | -7.5% |
| 6M | -15.2% | -7.7% | -7.5% | -15.1% |
| YTD | -4.8% | +16.0% | -20.9% | -5.7% |
| 1Y | +6.7% | +16.2% | -9.5% | +5.8% |
| 3Y | +212.7% | +47.6% | +165.2% | +208.0% |
| 5Y | +151.7% | +12.3% | +139.3% | +150.3% |
| All | +326.3% | +63.8% | +262.5% | +339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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