+14.7%
GDX vs CL
+28.1%
-13.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +11.5% | +2.6% | +8.9% | +11.5% |
| 30D | -3.1% | +11.8% | -14.9% | -2.8% |
| 3M | -4.4% | +5.9% | -10.3% | -4.1% |
| 6M | -8.6% | +13.3% | -21.9% | -8.6% |
| YTD | +0.8% | +27.1% | -26.3% | +6.3% |
| 1Y | +14.7% | +28.0% | -13.3% | +21.0% |
| All | +14.7% | +28.1% | -13.5% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling