+214.2%
GDX vs CRS
+1,153.8%
-939.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +18.6% | -16.6% | +35.2% | +23.7% |
| 3M | +14.9% | -3.5% | +18.4% | +15.3% |
| 6M | -6.3% | +15.4% | -21.7% | -10.1% |
| YTD | +15.7% | +51.2% | -35.5% | +3.6% |
| 1Y | +54.8% | +98.3% | -43.5% | +28.7% |
| 3Y | +253.4% | +651.5% | -398.1% | +101.4% |
| 5Y | +219.7% | +1,411.1% | -1,191.5% | +46.0% |
| 10Y | +300.2% | +1,424.3% | -1,124.1% | +47.2% |
| All | +214.2% | +1,153.8% | -939.6% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling