+296.0%
GDX vs CLX
-3.7%
+299.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.3% |
| 7D | -2.2% | -5.7% | +3.5% | -1.2% |
| 30D | +6.8% | -17.0% | +23.8% | +10.3% |
| 3M | +24.9% | -9.7% | +34.6% | +27.0% |
| 6M | -4.2% | -19.8% | +15.6% | -0.8% |
| YTD | +13.2% | -9.8% | +23.1% | +15.3% |
| 1Y | +40.2% | -26.2% | +66.4% | +47.2% |
| 3Y | +249.6% | -36.2% | +285.8% | +273.2% |
| 5Y | +230.4% | -38.3% | +268.7% | +250.1% |
| All | +296.0% | -3.7% | +299.7% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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