+6.7%
GDX vs CRS
-14.1%
+20.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.6% |
| 7D | -6.8% | +4.8% | -11.6% | -8.1% |
| 30D | -2.1% | -23.2% | +21.1% | +5.5% |
| 3M | -7.5% | -45.5% | +38.0% | +10.7% |
| 6M | -15.2% | -33.1% | +18.0% | -6.6% |
| YTD | -4.8% | -7.2% | +2.4% | -3.5% |
| 1Y | +6.7% | -10.0% | +16.8% | +10.2% |
| All | +6.7% | -14.1% | +20.8% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling