+11.8%
CRM vs GDX
+249.7%
-237.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.9% |
| 7D | -4.4% | -2.2% | -2.3% | -4.4% |
| 30D | +28.1% | +6.8% | +21.4% | +27.9% |
| 3M | +48.8% | +24.9% | +23.9% | +48.1% |
| 6M | +28.3% | -4.2% | +32.5% | +29.0% |
| YTD | -6.0% | +13.2% | -19.2% | -6.8% |
| 1Y | +1.4% | +40.2% | -38.8% | -1.2% |
| 3Y | +11.8% | +249.6% | -237.7% | -2.6% |
| All | +11.8% | +249.7% | -237.9% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling