+326.3%
GDX vs CL
+88.0%
+238.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.6% |
| 7D | -6.8% | +3.2% | -10.0% | -7.3% |
| 30D | -2.1% | +8.0% | -10.1% | -3.6% |
| 3M | -7.5% | +7.9% | -15.4% | -8.9% |
| 6M | -15.2% | +14.7% | -29.9% | -17.8% |
| YTD | -4.8% | +29.2% | -34.0% | -10.0% |
| 1Y | +6.7% | +29.5% | -22.8% | +0.7% |
| 3Y | +212.7% | +40.7% | +172.1% | +186.6% |
| 5Y | +151.7% | +43.9% | +107.8% | +128.5% |
| All | +326.3% | +88.0% | +238.2% | +267.9% |
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