+289.0%
GDX vs CLF
+108.7%
+180.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +4.0% | +6.5% | -2.5% | +3.1% |
| 30D | +9.5% | +0.2% | +9.2% | +9.3% |
| 3M | +25.1% | -3.1% | +28.2% | +25.0% |
| 6M | -2.9% | +25.0% | -28.0% | -6.1% |
| YTD | +14.7% | -7.5% | +22.2% | +14.3% |
| 1Y | +47.4% | +11.5% | +35.9% | +43.2% |
| 3Y | +259.7% | -13.7% | +273.4% | +248.0% |
| 5Y | +227.7% | -47.0% | +274.6% | +225.2% |
| 10Y | +289.0% | +116.3% | +172.6% | +195.0% |
| All | +289.0% | +108.7% | +180.3% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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