+326.3%
GDX vs CCL
-32.5%
+358.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -6.8% | -1.2% | -5.6% | -6.7% |
| 30D | -2.1% | +13.1% | -15.2% | -2.8% |
| 3M | -7.5% | +3.4% | -10.9% | -7.8% |
| 6M | -15.2% | +18.7% | -33.9% | -16.1% |
| YTD | -4.8% | -2.3% | -2.6% | -5.1% |
| 1Y | +6.7% | +14.2% | -7.5% | +5.6% |
| 3Y | +212.7% | +133.6% | +79.2% | +197.6% |
| 5Y | +151.7% | +33.5% | +118.2% | +137.2% |
| All | +326.3% | -32.5% | +358.7% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling