+214.2%
GDX vs CLF
-18.7%
+232.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | -0.4% | +7.6% | -8.0% | -1.8% |
| 30D | +18.6% | -1.2% | +19.8% | +18.6% |
| 3M | +14.9% | -13.4% | +28.3% | +17.2% |
| 6M | -6.3% | +15.4% | -21.7% | -9.9% |
| YTD | +15.7% | -5.9% | +21.6% | +14.7% |
| 1Y | +54.8% | +18.8% | +36.0% | +45.1% |
| 3Y | +253.4% | -19.4% | +272.8% | +235.3% |
| 5Y | +219.7% | -47.7% | +267.4% | +215.4% |
| 10Y | +300.2% | +130.4% | +169.8% | +129.5% |
| All | +214.2% | -18.7% | +232.9% | -20.0% |
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