+326.3%
GDX vs CLS
+1,916.3%
-1,590.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +0.6% |
| 7D | -6.8% | +16.3% | -23.1% | -9.0% |
| 30D | -2.1% | -25.7% | +23.6% | +1.6% |
| 3M | -7.5% | -30.9% | +23.4% | -3.3% |
| 6M | -15.2% | -35.5% | +20.3% | -11.3% |
| YTD | -4.8% | -18.7% | +13.9% | -4.6% |
| 1Y | +6.7% | -17.9% | +24.6% | +6.4% |
| 3Y | +212.7% | +838.1% | -625.4% | +110.0% |
| 5Y | +151.7% | +1,971.9% | -1,820.2% | +45.4% |
| All | +326.3% | +1,916.3% | -1,590.0% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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