+315.3%
GDX vs CCL
-42.2%
+357.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.2% |
| 7D | +1.9% | -4.4% | +6.3% | +2.2% |
| 30D | +9.9% | -18.2% | +28.1% | +11.2% |
| 3M | +28.2% | -17.7% | +45.9% | +29.7% |
| 6M | -2.9% | -13.0% | +10.1% | -2.1% |
| YTD | +16.0% | -24.5% | +40.4% | +17.5% |
| 1Y | +49.9% | -26.9% | +76.8% | +51.9% |
| 3Y | +263.6% | +50.8% | +212.8% | +253.9% |
| 5Y | +233.6% | -0.9% | +234.5% | +219.8% |
| 10Y | +315.3% | -41.7% | +357.0% | +294.3% |
| All | +315.3% | -42.2% | +357.5% | +294.3% |
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