+326.3%
GDX vs CRS
+790.4%
-464.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.1% |
| 7D | -6.8% | +4.8% | -11.6% | -7.4% |
| 30D | -2.1% | -23.2% | +21.1% | +1.2% |
| 3M | -7.5% | -45.5% | +38.0% | 0.0% |
| 6M | -15.2% | -33.1% | +18.0% | -10.9% |
| YTD | -4.8% | -7.2% | +2.4% | -4.2% |
| 1Y | +6.7% | -10.0% | +16.8% | +7.8% |
| 3Y | +212.7% | +332.3% | -119.6% | +154.3% |
| 5Y | +151.7% | +801.9% | -650.2% | +85.1% |
| All | +326.3% | +790.4% | -464.2% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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