+327.3%
GDX vs CRL
+354.1%
-26.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.9% |
| 7D | -4.6% | +8.9% | -13.4% | -5.6% |
| 30D | -6.2% | +14.0% | -20.2% | -8.1% |
| 3M | -10.0% | +19.8% | -29.9% | -12.5% |
| 6M | -15.8% | +102.0% | -117.8% | -23.6% |
| YTD | -4.6% | +70.8% | -75.4% | -12.0% |
| 1Y | +4.0% | +98.7% | -94.7% | -5.9% |
| 3Y | +211.1% | +98.2% | +112.9% | +174.0% |
| 5Y | +152.3% | -11.7% | +164.0% | +146.3% |
| All | +327.3% | +354.1% | -26.7% | +257.3% |
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