+214.2%
GDX vs CLX
+183.2%
+31.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -0.4% | -9.2% | +8.8% | +1.3% |
| 30D | +18.6% | -11.0% | +29.7% | +21.1% |
| 3M | +14.9% | +5.0% | +9.8% | +13.5% |
| 6M | -6.3% | -18.8% | +12.6% | -3.1% |
| YTD | +15.7% | -4.4% | +20.1% | +16.5% |
| 1Y | +54.8% | -21.9% | +76.7% | +60.8% |
| 3Y | +253.4% | -32.8% | +286.2% | +273.6% |
| 5Y | +219.7% | -34.6% | +254.2% | +234.8% |
| 10Y | +300.2% | -4.7% | +304.9% | +290.8% |
| All | +214.2% | +183.2% | +31.0% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling