+185.4%
GDX vs CLS
+1,775.5%
-1,590.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +13.6% | -22.2% | +35.8% | +17.5% |
| 30D | +2.5% | -44.4% | +46.9% | +11.4% |
| 3M | +4.4% | -34.3% | +38.7% | +10.2% |
| 6M | -5.2% | -50.1% | +44.8% | +3.1% |
| YTD | +2.1% | -30.1% | +32.2% | +5.1% |
| 1Y | +24.7% | -39.3% | +64.0% | +29.8% |
| 3Y | +211.3% | +732.7% | -521.4% | +114.6% |
| All | +185.4% | +1,775.5% | -1,590.1% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling