+3,280.5%
CRM vs GDX
+221.0%
+3,059.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -5.0% | +1.9% | -6.9% | -5.2% |
| 30D | +23.6% | +9.9% | +13.7% | +21.7% |
| 3M | +39.6% | +28.2% | +11.4% | +33.8% |
| 6M | +23.4% | -2.9% | +26.3% | +22.6% |
| YTD | -7.4% | +16.0% | -23.3% | -11.1% |
| 1Y | -2.3% | +49.9% | -52.2% | -10.5% |
| 3Y | +10.5% | +263.6% | -253.1% | -14.2% |
| 5Y | -4.7% | +233.6% | -238.3% | -26.1% |
| 10Y | +234.7% | +315.3% | -80.6% | +139.4% |
| All | +3,280.5% | +221.0% | +3,059.6% | +1,847.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling