+24.8%
GDX vs CRL
+85.3%
-60.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.3% | +16.3% | +10.4% |
| 7D | +0.8% | -12.8% | +13.5% | +3.5% |
| 30D | -3.2% | +5.0% | -8.2% | -5.0% |
| 3M | +8.6% | +39.4% | -30.8% | +0.4% |
| 6M | -1.2% | +89.4% | -90.6% | -14.1% |
| YTD | -1.4% | +63.6% | -64.9% | -13.8% |
| 1Y | +24.8% | +83.5% | -58.7% | +9.9% |
| All | +24.8% | +85.3% | -60.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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