+211.3%
GDX vs CRL
+86.4%
+124.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.8% | -5.7% | +1.5% |
| 7D | +13.6% | -6.1% | +19.7% | +14.1% |
| 30D | +2.5% | +12.4% | -9.9% | +1.1% |
| 3M | +4.4% | +27.1% | -22.7% | +1.8% |
| 6M | -5.2% | +85.7% | -91.0% | -10.2% |
| YTD | +2.1% | +69.2% | -67.1% | -3.3% |
| 1Y | +24.7% | +97.5% | -72.8% | +17.5% |
| 3Y | +211.3% | +86.1% | +125.2% | +176.2% |
| All | +211.3% | +86.4% | +124.9% | +176.2% |
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