+214.2%
GDX vs CAH
+707.9%
-493.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | +5.4% | -5.8% | -1.2% |
| 30D | +18.6% | +3.3% | +15.3% | +18.0% |
| 3M | +14.9% | +22.8% | -7.9% | +11.2% |
| 6M | -6.3% | +11.3% | -17.5% | -7.9% |
| YTD | +15.7% | +21.1% | -5.4% | +11.9% |
| 1Y | +54.8% | +67.2% | -12.4% | +41.9% |
| 3Y | +253.4% | +195.6% | +57.8% | +193.4% |
| 5Y | +219.7% | +413.8% | -194.2% | +141.7% |
| 10Y | +300.2% | +309.6% | -9.4% | +204.2% |
| All | +214.2% | +707.9% | -493.7% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling