+214.2%
GDX vs CVS
+420.5%
-206.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -0.4% | +4.0% | -4.3% | -0.9% |
| 30D | +18.6% | -2.4% | +21.0% | +18.9% |
| 3M | +14.9% | +2.7% | +12.2% | +14.2% |
| 6M | -6.3% | +21.9% | -28.1% | -8.9% |
| YTD | +15.7% | +24.7% | -9.0% | +11.9% |
| 1Y | +54.8% | +35.4% | +19.4% | +48.1% |
| 3Y | +253.4% | +65.2% | +188.3% | +225.1% |
| 5Y | +219.7% | +30.5% | +189.1% | +202.6% |
| 10Y | +300.2% | +40.4% | +259.8% | +268.9% |
| All | +214.2% | +420.5% | -206.3% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling