+344.9%
GDX vs CL
+84.9%
+260.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -3.8% | +9.5% | -13.3% | -5.5% |
| 3M | -5.4% | +6.8% | -12.2% | -6.7% |
| 6M | -12.7% | +14.3% | -27.0% | -15.4% |
| YTD | -0.7% | +27.0% | -27.6% | -5.8% |
| 1Y | +11.9% | +26.3% | -14.4% | +6.1% |
| 3Y | +223.9% | +39.3% | +184.6% | +197.3% |
| 5Y | +163.2% | +41.5% | +121.7% | +139.8% |
| All | +344.9% | +84.9% | +260.0% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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