+263.6%
GDX vs CLS
+1,245.2%
-981.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -0.4% | +4.6% | -5.0% | -1.1% |
| 30D | +18.6% | -13.9% | +32.5% | +20.7% |
| 3M | +14.9% | -26.6% | +41.5% | +18.9% |
| 6M | -6.3% | +15.4% | -21.7% | -9.2% |
| YTD | +15.7% | +5.7% | +10.1% | +13.1% |
| 1Y | +54.8% | +41.1% | +13.7% | +47.4% |
| All | +263.6% | +1,245.2% | -981.6% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling