+383.1%
GDX vs CLBK
+67.9%
+315.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +1.2% | -1.6% | -0.5% |
| 30D | +18.6% | +9.1% | +9.5% | +17.9% |
| 3M | +14.9% | +27.7% | -12.8% | +12.9% |
| 6M | -6.3% | +40.8% | -47.1% | -8.5% |
| YTD | +15.7% | +66.4% | -50.7% | +11.8% |
| 1Y | +54.8% | +72.4% | -17.5% | +49.1% |
| 3Y | +253.4% | +50.7% | +202.8% | +241.6% |
| 5Y | +219.7% | +42.9% | +176.7% | +205.7% |
| All | +383.1% | +67.9% | +315.2% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling