+259.7%
GDX vs CLX
-34.1%
+293.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +4.0% | -3.5% | +7.5% | +4.3% |
| 30D | +9.5% | -11.9% | +21.3% | +10.9% |
| 3M | +25.1% | -2.6% | +27.7% | +25.6% |
| 6M | -2.9% | -18.2% | +15.2% | -1.2% |
| YTD | +14.7% | -5.9% | +20.6% | +17.8% |
| 1Y | +47.4% | -23.8% | +71.3% | +51.1% |
| 3Y | +259.7% | -33.6% | +293.3% | +256.7% |
| All | +259.7% | -34.1% | +293.8% | +256.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling