+40.2%
GDX vs CRCL
-20.7%
+60.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -2.2% | -11.2% | +9.0% | -0.5% |
| 30D | +6.8% | +27.1% | -20.4% | +3.1% |
| 3M | +24.9% | +9.6% | +15.3% | +21.9% |
| 6M | -4.2% | -19.7% | +15.5% | -4.1% |
| YTD | +13.2% | +14.2% | -1.0% | +7.8% |
| 1Y | +40.2% | -32.2% | +72.4% | +33.8% |
| All | +40.2% | -20.7% | +60.9% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 1y: compounded portfolio wealth divided by compounded CRCL 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…
1y analysis · Full analysis span regression · 6 months rolling