+88.5%
GDX vs CRCL
+34.8%
+53.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.3% |
| 7D | +1.9% | +4.9% | -3.0% | +1.4% |
| 30D | +9.9% | +38.7% | -28.8% | +7.1% |
| 3M | +28.2% | +14.7% | +13.5% | +26.0% |
| 6M | -2.9% | -16.9% | +14.0% | -3.2% |
| YTD | +16.0% | +17.3% | -1.3% | +13.4% |
| 1Y | +49.9% | -21.2% | +71.1% | +46.3% |
| All | +88.5% | +34.8% | +53.7% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling