+326.2%
GDX vs CRBG
+117.3%
+208.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | +6.8% | +2.6% | +4.1% | +6.3% |
| 3M | +24.9% | +24.0% | +0.9% | +21.3% |
| 6M | -4.2% | +50.5% | -54.7% | -9.2% |
| YTD | +13.2% | +17.1% | -3.9% | +10.1% |
| 1Y | +40.2% | +5.9% | +34.3% | +37.6% |
| 3Y | +249.6% | +122.7% | +126.9% | +205.5% |
| All | +326.2% | +117.3% | +208.9% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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