+310.1%
GDX vs CLF
+92.7%
+217.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.0% | -2.6% | +3.6% |
| 7D | +15.6% | -14.1% | +29.6% | +17.4% |
| 30D | +2.4% | -5.5% | +8.0% | +2.6% |
| 3M | +1.7% | 0.0% | +1.7% | +1.0% |
| 6M | -3.3% | +11.3% | -14.6% | -5.6% |
| YTD | +6.6% | -7.7% | +14.3% | +5.6% |
| 1Y | +27.0% | +17.5% | +9.4% | +22.5% |
| 3Y | +243.4% | -25.4% | +268.8% | +236.2% |
| 5Y | +194.2% | -46.0% | +240.2% | +190.2% |
| 10Y | +310.1% | +80.1% | +230.1% | +256.4% |
| All | +310.1% | +92.7% | +217.5% | +256.4% |
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