+185.4%
GDX vs CCL
+21.4%
+164.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +13.6% | +3.1% | +10.5% | +13.2% |
| 30D | +2.5% | +13.7% | -11.2% | +0.9% |
| 3M | +4.4% | +3.8% | +0.6% | +3.7% |
| 6M | -5.2% | +9.3% | -14.5% | -6.5% |
| YTD | +2.1% | -1.1% | +3.2% | +1.3% |
| 1Y | +24.7% | +14.6% | +10.1% | +22.0% |
| 3Y | +211.3% | +146.4% | +64.9% | +177.5% |
| All | +185.4% | +21.4% | +164.0% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling