+226.4%
GDX vs CLF
-19.9%
+246.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | +0.7% | +2.3% | -1.6% | +0.1% |
| 30D | -3.8% | +1.9% | -5.7% | -4.8% |
| 3M | -5.4% | +5.9% | -11.3% | -7.4% |
| 6M | -12.7% | +16.9% | -29.6% | -16.1% |
| YTD | -0.7% | -1.1% | +0.4% | -3.4% |
| 1Y | +11.9% | +28.8% | -16.9% | +5.3% |
| All | +226.4% | -19.9% | +246.3% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling