+7.1%
CRM vs GDX
+55.3%
-48.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.0% |
| 7D | +1.3% | -0.4% | +1.7% | +1.3% |
| 30D | +34.3% | +18.6% | +15.7% | +34.7% |
| 3M | +37.7% | +14.9% | +22.8% | +38.6% |
| 6M | +34.9% | -6.3% | +41.2% | +36.9% |
| YTD | -1.6% | +15.7% | -17.4% | -2.1% |
| 1Y | +7.1% | +54.8% | -47.7% | +0.9% |
| All | +7.1% | +55.3% | -48.2% | +0.9% |
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