+199.1%
GDX vs ALHC
-61.8%
+261.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.5% |
| 7D | +15.6% | +3.9% | +11.7% | +15.2% |
| 30D | +2.4% | -3.6% | +6.1% | +2.6% |
| 3M | +1.7% | -49.4% | +51.2% | +6.0% |
| 6M | -3.3% | -59.5% | +56.1% | +1.6% |
| YTD | +6.6% | -63.2% | +69.8% | +12.5% |
| 1Y | +27.0% | -55.5% | +82.5% | +32.2% |
| 3Y | +243.4% | +23.0% | +220.4% | +224.6% |
| 5Y | +194.2% | -65.7% | +259.9% | +200.7% |
| All | +199.1% | -61.8% | +261.0% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling