+163.2%
GDX vs CLX
-22.3%
+185.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.7% | +7.8% | -7.0% | -0.2% |
| 30D | -3.8% | +28.5% | -32.3% | -6.7% |
| 3M | -5.4% | +1.3% | -6.8% | -5.9% |
| 6M | -12.7% | +23.4% | -36.1% | -15.1% |
| YTD | -0.7% | +11.4% | -12.0% | -1.4% |
| 1Y | +11.9% | +6.9% | +5.0% | +11.3% |
| 3Y | +223.9% | -9.8% | +233.7% | +223.4% |
| 5Y | +163.2% | -22.7% | +185.9% | +164.9% |
| All | +163.2% | -22.3% | +185.5% | +164.9% |
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