-10.0%
CRM vs GDX
+22.9%
-32.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.0% | -6.8% | +2.3% |
| 7D | -6.2% | +0.8% | -7.0% | -6.3% |
| 30D | -1.2% | -3.2% | +2.1% | -1.3% |
| 3M | +19.1% | +8.6% | +10.6% | +19.8% |
| 6M | +23.0% | -1.2% | +24.2% | +23.5% |
| YTD | -13.7% | -1.4% | -12.3% | -14.2% |
| 1Y | -10.0% | +24.8% | -34.8% | -11.4% |
| All | -10.0% | +22.9% | -32.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling