+289.0%
GDX vs CRL
+241.6%
+47.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | +4.0% | -0.6% | +4.5% | +4.0% |
| 30D | +9.5% | +5.0% | +4.5% | +8.9% |
| 3M | +25.1% | +50.6% | -25.5% | +18.5% |
| 6M | -2.9% | +60.9% | -63.9% | -9.2% |
| YTD | +14.7% | +40.7% | -26.0% | +8.9% |
| 1Y | +47.4% | +73.3% | -25.9% | +36.0% |
| 3Y | +259.7% | +40.6% | +219.1% | +234.0% |
| 5Y | +227.7% | -37.0% | +264.6% | +236.1% |
| 10Y | +289.0% | +244.3% | +44.7% | +225.8% |
| All | +289.0% | +241.6% | +47.4% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling