+227.7%
GDX vs CLX
-35.2%
+262.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +4.0% | -3.5% | +7.5% | +4.4% |
| 30D | +9.5% | -11.9% | +21.3% | +11.0% |
| 3M | +25.1% | -2.6% | +27.7% | +25.4% |
| 6M | -2.9% | -18.2% | +15.2% | -1.1% |
| YTD | +14.7% | -5.9% | +20.6% | +16.3% |
| 1Y | +47.4% | -23.8% | +71.3% | +51.3% |
| 3Y | +259.7% | -33.6% | +293.3% | +272.4% |
| 5Y | +227.7% | -35.7% | +263.3% | +238.4% |
| All | +227.7% | -35.2% | +262.8% | +238.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling