+214.2%
GDX vs CRL
+630.4%
-416.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | +18.6% | +10.7% | +8.0% | +16.6% |
| 3M | +14.9% | +55.3% | -40.4% | +6.1% |
| 6M | -6.3% | +60.7% | -66.9% | -14.5% |
| YTD | +15.7% | +44.6% | -28.9% | +7.3% |
| 1Y | +54.8% | +77.7% | -22.9% | +37.8% |
| 3Y | +253.4% | +37.6% | +215.8% | +218.1% |
| 5Y | +219.7% | -35.8% | +255.5% | +228.0% |
| 10Y | +300.2% | +241.7% | +58.5% | +169.1% |
| All | +214.2% | +630.4% | -416.2% | +67.3% |
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