+24.8%
GDX vs ALHC
-51.4%
+76.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +10.1% | -1.1% | +8.0% |
| 7D | +0.8% | -0.5% | +1.3% | +0.7% |
| 30D | -3.2% | -4.2% | +1.0% | -3.2% |
| 3M | +8.6% | -39.8% | +48.4% | +12.6% |
| 6M | -1.2% | -57.7% | +56.5% | +6.7% |
| YTD | -1.4% | -58.8% | +57.4% | +3.5% |
| 1Y | +24.8% | -52.4% | +77.2% | +25.9% |
| All | +24.8% | -51.4% | +76.2% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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