+326.3%
GDX vs CAH
+418.0%
-91.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -6.8% | +3.5% | -10.3% | -7.1% |
| 30D | -2.1% | +13.5% | -15.6% | -3.1% |
| 3M | -7.5% | +21.8% | -29.4% | -9.0% |
| 6M | -15.2% | +51.5% | -66.7% | -18.0% |
| YTD | -4.8% | +38.1% | -42.9% | -7.4% |
| 1Y | +6.7% | +37.7% | -31.0% | +3.9% |
| 3Y | +212.7% | +179.6% | +33.1% | +185.4% |
| 5Y | +151.7% | +504.9% | -353.3% | +117.0% |
| All | +326.3% | +418.0% | -91.7% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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