+41.2%
GDX vs CLX
-25.7%
+66.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.3% |
| 7D | -5.4% | -5.9% | +0.5% | -4.3% |
| 30D | +6.6% | -17.0% | +23.6% | +10.2% |
| 3M | +30.1% | -9.6% | +39.7% | +32.9% |
| 6M | -7.1% | -21.5% | +14.4% | -2.0% |
| YTD | +12.0% | -8.8% | +20.8% | +26.6% |
| 1Y | +41.2% | -24.7% | +65.9% | +39.4% |
| All | +41.2% | -25.7% | +66.9% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling