+254.3%
GDX vs CVS
+63.3%
+191.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +4.0% | -1.6% | +5.5% | +4.0% |
| 30D | +9.5% | +0.4% | +9.1% | +9.5% |
| 3M | +25.1% | -0.4% | +25.5% | +24.9% |
| 6M | -2.9% | +25.1% | -28.1% | -4.5% |
| YTD | +14.7% | +23.9% | -9.1% | +12.8% |
| 1Y | +47.4% | +41.1% | +6.3% | +44.3% |
| All | +254.3% | +63.3% | +191.0% | +244.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling