+384.1%
GDX vs CLBK
+64.7%
+319.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +1.9% | -1.5% | +3.3% | +2.0% |
| 30D | +9.9% | +6.7% | +3.2% | +9.4% |
| 3M | +28.2% | +21.2% | +7.0% | +26.4% |
| 6M | -2.9% | +42.0% | -44.9% | -5.2% |
| YTD | +16.0% | +63.3% | -47.3% | +12.2% |
| 1Y | +49.9% | +65.4% | -15.5% | +44.8% |
| 3Y | +263.6% | +52.5% | +211.1% | +251.0% |
| 5Y | +233.6% | +42.0% | +191.6% | +218.8% |
| All | +384.1% | +64.7% | +319.4% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling