+390.3%
GDX vs CLSK
-60.8%
+451.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +1.0% |
| 7D | -2.2% | +7.7% | -9.9% | -2.3% |
| 30D | +6.8% | +12.2% | -5.5% | +6.5% |
| 3M | +24.9% | -15.5% | +40.4% | +25.2% |
| 6M | -4.2% | +39.3% | -43.6% | -4.9% |
| YTD | +13.2% | +35.1% | -21.9% | +12.3% |
| 1Y | +40.2% | +34.0% | +6.2% | +38.8% |
| 3Y | +249.6% | +226.3% | +23.3% | +236.6% |
| 5Y | +230.4% | +6.4% | +224.0% | +218.2% |
| All | +390.3% | -60.8% | +451.1% | +351.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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