+258.1%
GDX vs CRS
+636.8%
-378.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +9.9% | -18.1% | +28.0% | +13.4% |
| 3M | +28.2% | -12.4% | +40.6% | +30.6% |
| 6M | -2.9% | +15.9% | -18.8% | -5.5% |
| YTD | +16.0% | +45.8% | -29.9% | +9.7% |
| 1Y | +49.9% | +87.8% | -37.9% | +37.4% |
| All | +258.1% | +636.8% | -378.6% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling