+1,914.6%
CLS vs GDXJ
+245.9%
+1,668.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +16.3% | -8.1% | +24.4% | +18.9% |
| 30D | -25.7% | -5.5% | -20.2% | -24.8% |
| 3M | -30.9% | -14.6% | -16.3% | -28.1% |
| 6M | -35.5% | -23.2% | -12.3% | -31.3% |
| YTD | -18.7% | -13.0% | -5.7% | -16.6% |
| 1Y | -17.9% | +2.8% | -20.7% | -19.1% |
| 3Y | +838.1% | +221.5% | +616.6% | +598.4% |
| 5Y | +1,971.9% | +123.4% | +1,848.5% | +1,517.8% |
| All | +1,914.6% | +245.9% | +1,668.6% | +1,353.8% |
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