+4.0%
GDX vs CCL
+11.3%
-7.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -2.5% |
| 7D | -4.6% | -0.3% | -4.2% | -4.4% |
| 30D | -6.2% | +10.3% | -16.5% | -9.0% |
| 3M | -10.0% | +6.6% | -16.6% | -12.0% |
| 6M | -15.8% | +20.0% | -35.8% | -20.5% |
| YTD | -4.6% | -1.9% | -2.7% | -7.4% |
| 1Y | +4.0% | +10.4% | -6.4% | +0.2% |
| All | +4.0% | +11.3% | -7.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling