+214.2%
GDX vs CCL
-11.7%
+225.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | -5.0% | +4.7% | +0.1% |
| 30D | +18.6% | -20.3% | +39.0% | +21.1% |
| 3M | +14.9% | -15.1% | +30.0% | +16.6% |
| 6M | -6.3% | -15.1% | +8.9% | -5.0% |
| YTD | +15.7% | -21.8% | +37.5% | +17.9% |
| 1Y | +54.8% | -24.8% | +79.6% | +58.0% |
| 3Y | +253.4% | +51.9% | +201.6% | +234.1% |
| 5Y | +219.7% | +4.0% | +215.6% | +200.4% |
| 10Y | +300.2% | -42.2% | +342.4% | +268.5% |
| All | +214.2% | -11.7% | +225.9% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling