+233.6%
GDX vs CVS
+31.0%
+202.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.9% | -1.9% | +3.8% | +2.0% |
| 30D | +9.9% | -0.3% | +10.2% | +9.9% |
| 3M | +28.2% | -1.1% | +29.3% | +28.0% |
| 6M | -2.9% | +23.7% | -26.6% | -5.3% |
| YTD | +16.0% | +23.0% | -7.0% | +13.0% |
| 1Y | +49.9% | +37.2% | +12.7% | +44.5% |
| 3Y | +263.6% | +62.4% | +201.1% | +241.8% |
| 5Y | +233.6% | +31.8% | +201.8% | +243.4% |
| All | +233.6% | +31.0% | +202.5% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling