+2,953.7%
CLS vs GDXJ
+233.7%
+2,720.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.4% |
| 7D | +5.0% | -6.2% | +11.2% | +6.8% |
| 30D | +4.8% | +4.6% | +0.1% | +3.3% |
| 3M | -10.4% | +31.3% | -41.7% | -17.3% |
| 6M | +20.8% | -10.7% | +31.5% | +23.3% |
| YTD | +10.0% | +9.1% | +0.9% | +6.4% |
| 1Y | +28.5% | +44.1% | -15.6% | +16.4% |
| 3Y | +1,292.2% | +285.4% | +1,006.8% | +893.1% |
| 5Y | +3,616.8% | +228.4% | +3,388.4% | +2,572.0% |
| All | +2,953.7% | +233.7% | +2,720.0% | +2,063.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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