+402.2%
GDX vs CLSK
-61.9%
+464.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +1.9% | +17.2% | -15.3% | +1.6% |
| 30D | +9.9% | +14.6% | -4.7% | +9.6% |
| 3M | +28.2% | -16.8% | +45.0% | +28.5% |
| 6M | -2.9% | +38.2% | -41.1% | -3.6% |
| YTD | +16.0% | +31.2% | -15.3% | +15.1% |
| 1Y | +49.9% | +37.3% | +12.5% | +48.4% |
| 3Y | +263.6% | +201.8% | +61.7% | +250.5% |
| 5Y | +233.6% | -1.6% | +235.1% | +221.6% |
| All | +402.2% | -61.9% | +464.2% | +362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling