+283.8%
GDX vs CL
+50.0%
+233.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | +18.6% | -4.8% | +23.5% | +19.8% |
| 3M | +14.9% | +4.9% | +10.0% | +13.2% |
| 6M | -6.3% | -5.7% | -0.5% | -5.4% |
| YTD | +15.7% | +14.4% | +1.3% | +11.8% |
| 1Y | +54.8% | +8.7% | +46.1% | +51.0% |
| 3Y | +253.4% | +30.0% | +223.5% | +226.3% |
| 5Y | +219.7% | +28.4% | +191.3% | +195.1% |
| All | +283.8% | +50.0% | +233.8% | +267.5% |
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