+259.7%
GDX vs CRL
+37.9%
+221.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | +4.0% | -0.6% | +4.5% | +4.0% |
| 30D | +9.5% | +5.0% | +4.5% | +9.1% |
| 3M | +25.1% | +50.6% | -25.5% | +20.9% |
| 6M | -2.9% | +60.9% | -63.9% | -7.0% |
| YTD | +14.7% | +40.7% | -26.0% | +10.6% |
| 1Y | +47.4% | +73.3% | -25.9% | +40.4% |
| 3Y | +259.7% | +40.6% | +219.1% | +249.4% |
| All | +259.7% | +37.9% | +221.8% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling