+291.6%
GDX vs CAH
+297.3%
-5.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.3% |
| 7D | -5.4% | -5.1% | -0.3% | -5.0% |
| 30D | +6.6% | -1.8% | +8.3% | +6.7% |
| 3M | +30.1% | +9.4% | +20.7% | +29.2% |
| 6M | -7.1% | +9.2% | -16.3% | -7.7% |
| YTD | +12.0% | +15.7% | -3.7% | +10.6% |
| 1Y | +41.2% | +59.7% | -18.5% | +35.6% |
| 3Y | +251.0% | +178.5% | +72.5% | +221.3% |
| 5Y | +226.7% | +398.3% | -171.5% | +187.7% |
| All | +291.6% | +297.3% | -5.6% | +262.4% |
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