+46.3%
GDX vs CLBK
+65.7%
-19.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | +1.9% | -1.5% | +3.3% | +1.9% |
| 30D | +9.9% | +6.7% | +3.2% | +9.9% |
| 3M | +28.2% | +21.2% | +7.0% | +27.6% |
| 6M | -2.9% | +42.0% | -44.9% | -3.1% |
| YTD | +16.0% | +63.3% | -47.3% | +18.7% |
| All | +46.3% | +65.7% | -19.4% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling