+230.0%
GDX vs CLBK
+43.7%
+186.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +4.0% | +1.1% | +2.8% | +3.9% |
| 30D | +9.5% | +7.8% | +1.7% | +9.2% |
| 3M | +25.1% | +23.9% | +1.2% | +24.3% |
| 6M | -2.9% | +42.3% | -45.2% | -3.9% |
| YTD | +14.7% | +65.4% | -50.7% | +13.3% |
| 1Y | +47.4% | +70.3% | -22.9% | +45.6% |
| 3Y | +259.7% | +54.5% | +205.2% | +255.7% |
| All | +230.0% | +43.7% | +186.3% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling