+367.4%
GDX vs CLBK
+65.6%
+301.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -5.4% | -1.4% | -4.0% | -5.3% |
| 30D | +6.6% | +4.5% | +2.0% | +6.2% |
| 3M | +30.1% | +22.8% | +7.3% | +28.2% |
| 6M | -7.1% | +43.4% | -50.5% | -9.4% |
| YTD | +12.0% | +64.1% | -52.1% | +8.3% |
| 1Y | +41.2% | +67.6% | -26.4% | +36.3% |
| 3Y | +251.0% | +53.3% | +197.7% | +238.8% |
| 5Y | +226.7% | +44.8% | +181.9% | +211.5% |
| All | +367.4% | +65.6% | +301.8% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CLBK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling