+177.3%
GDX vs CLF
-25.5%
+202.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | +13.6% | -19.6% | +33.2% | +18.0% |
| 30D | +2.5% | -5.0% | +7.5% | +2.5% |
| 3M | +4.4% | -6.3% | +10.7% | +4.3% |
| 6M | -5.2% | +2.8% | -8.0% | -7.7% |
| YTD | +2.1% | -13.7% | +15.8% | +1.8% |
| 1Y | +24.7% | +13.6% | +11.1% | +17.9% |
| 3Y | +211.3% | -34.0% | +245.3% | +204.9% |
| 5Y | +186.7% | -48.7% | +235.4% | +182.3% |
| 10Y | +285.3% | +113.4% | +171.9% | +123.0% |
| All | +177.3% | -25.5% | +202.8% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling