+321.0%
GDX vs CLBK
+63.3%
+257.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +11.5% | +2.9% | +8.6% | +11.2% |
| 30D | -3.1% | +5.4% | -8.5% | -3.5% |
| 3M | -4.4% | +5.8% | -10.2% | -4.8% |
| 6M | -8.6% | +28.9% | -37.5% | -10.2% |
| YTD | +0.8% | +61.8% | -61.0% | -2.4% |
| 1Y | +14.7% | +63.1% | -48.4% | +10.9% |
| 3Y | +228.8% | +55.3% | +173.4% | +217.1% |
| 5Y | +173.4% | +28.0% | +145.4% | +165.1% |
| All | +321.0% | +63.3% | +257.7% | +285.5% |
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