+152.3%
GDX vs CAH
+511.5%
-359.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -4.6% | +3.9% | -8.4% | -5.1% |
| 30D | -6.2% | +16.0% | -22.2% | -8.3% |
| 3M | -10.0% | +19.1% | -29.1% | -12.4% |
| 6M | -15.8% | +53.0% | -68.8% | -21.4% |
| YTD | -4.6% | +36.6% | -41.2% | -9.2% |
| 1Y | +4.0% | +37.4% | -33.4% | -1.1% |
| 3Y | +211.1% | +178.8% | +32.2% | +150.0% |
| 5Y | +152.3% | +498.6% | -346.3% | +58.5% |
| All | +152.3% | +511.5% | -359.3% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling