+21.2%
GDX vs CL
+27.9%
-6.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.4% |
| 7D | +15.6% | +0.5% | +15.0% | +15.4% |
| 30D | +2.4% | +11.6% | -9.1% | +2.8% |
| 3M | +1.7% | +5.6% | -3.9% | +2.0% |
| 6M | -3.3% | +13.2% | -16.5% | -3.4% |
| YTD | +6.6% | +26.9% | -20.3% | +12.4% |
| All | +21.2% | +27.9% | -6.7% | +27.9% |
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 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