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  • GDX vs CLS✓SelectedUSD · CLSGDX vs CLS performance historyLatest closeAs of-0.86%09/08
Stock and ETF performance explorer

GDX vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+289.0%
CLS return
+2,932.8%
Excess return
-2,643.9%
Maximum drawdown
-49.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D-0.9%+5.6%-6.5%-1.7%
7D+4.0%+12.8%-8.8%+2.0%
30D+9.5%+3.8%+5.7%+8.5%
3M+25.1%-14.6%+39.7%+26.7%
6M-2.9%+32.2%-35.2%-8.3%
YTD+14.7%+11.6%+3.1%+10.6%
1Y+47.4%+35.1%+12.4%+37.8%
3Y+259.7%+1,312.5%-1,052.9%+127.9%
5Y+227.7%+3,542.1%-3,314.4%+74.7%
10Y+289.0%+2,944.0%-2,655.0%+90.9%
All+289.0%+2,932.8%-2,643.9%+90.9%

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