+213.5%
GDX vs ALHC
+25.0%
+188.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.8% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | -6.2% | -9.6% | +3.4% | -5.7% |
| 3M | -10.0% | -44.5% | +34.5% | -7.5% |
| 6M | -15.8% | -59.2% | +43.4% | -12.1% |
| YTD | -4.6% | -62.0% | +57.4% | -0.5% |
| 1Y | +4.0% | -54.8% | +58.8% | +7.7% |
| All | +213.5% | +25.0% | +188.5% | +209.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling