+173.8%
GDX vs CRL
+775.4%
-601.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.1% |
| 7D | +11.5% | -1.7% | +13.2% | +11.6% |
| 30D | -3.1% | +14.6% | -17.7% | -5.9% |
| 3M | -4.4% | +24.8% | -29.3% | -8.5% |
| 6M | -8.6% | +94.7% | -103.2% | -19.5% |
| YTD | +0.8% | +73.4% | -72.5% | -9.9% |
| 1Y | +14.7% | +104.7% | -90.0% | -0.6% |
| 3Y | +228.8% | +101.1% | +127.7% | +173.6% |
| 5Y | +173.4% | -10.8% | +184.1% | +162.7% |
| 10Y | +319.2% | +358.8% | -39.6% | +164.4% |
| All | +173.8% | +775.4% | -601.7% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling