+214.2%
GDX vs CLS
+3,163.8%
-2,949.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -0.4% | +4.6% | -5.0% | -1.3% |
| 30D | +18.6% | -13.9% | +32.5% | +21.3% |
| 3M | +14.9% | -26.6% | +41.5% | +20.1% |
| 6M | -6.3% | +15.4% | -21.7% | -10.8% |
| YTD | +15.7% | +5.7% | +10.1% | +11.4% |
| 1Y | +54.8% | +41.1% | +13.7% | +40.0% |
| 3Y | +253.4% | +1,228.6% | -975.1% | +90.9% |
| 5Y | +219.7% | +3,240.6% | -3,021.0% | +38.3% |
| 10Y | +300.2% | +2,760.3% | -2,460.1% | +64.4% |
| All | +214.2% | +3,163.8% | -2,949.7% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling