+122.5%
CRWV vs GDX
+112.2%
+10.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.6% |
| 7D | -0.4% | -2.2% | +1.8% | +0.5% |
| 30D | -17.4% | +6.8% | -24.1% | -20.1% |
| 3M | -7.1% | +24.9% | -32.0% | -16.1% |
| 6M | +8.6% | -4.2% | +12.8% | +6.9% |
| YTD | +24.3% | +13.2% | +11.1% | +17.6% |
| 1Y | -21.0% | +40.2% | -61.2% | -26.2% |
| All | +122.5% | +112.2% | +10.3% | +111.2% |
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