+291.6%
GDX vs CHD
+125.6%
+166.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -3.2% |
| 7D | -5.4% | -4.7% | -0.7% | -4.5% |
| 30D | +6.6% | -8.3% | +14.9% | +8.2% |
| 3M | +30.1% | -4.0% | +34.1% | +30.9% |
| 6M | -7.1% | -6.5% | -0.6% | -6.1% |
| YTD | +12.0% | +13.1% | -1.1% | +9.1% |
| 1Y | +41.2% | +2.3% | +38.9% | +40.0% |
| 3Y | +251.0% | +1.8% | +249.2% | +244.8% |
| 5Y | +226.7% | +20.6% | +206.2% | +203.2% |
| All | +291.6% | +125.6% | +166.0% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CHD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling