+47.4%
GDX vs CLS
+33.9%
+13.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.6% | -6.5% | -2.2% |
| 7D | +4.0% | +12.8% | -8.8% | +0.8% |
| 30D | +9.5% | +3.8% | +5.7% | +7.9% |
| 3M | +25.1% | -14.6% | +39.7% | +27.9% |
| 6M | -2.9% | +32.2% | -35.2% | -13.8% |
| YTD | +14.7% | +11.6% | +3.1% | +6.0% |
| 1Y | +47.4% | +35.1% | +12.4% | +24.9% |
| All | +47.4% | +33.9% | +13.6% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling