+305.7%
GDX vs CHD
+128.6%
+177.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.9% | -4.2% | +6.0% | +2.7% |
| 30D | +9.9% | -7.6% | +17.5% | +11.5% |
| 3M | +28.2% | -1.6% | +29.8% | +28.3% |
| 6M | -2.9% | -6.3% | +3.4% | -1.9% |
| YTD | +16.0% | +14.6% | +1.4% | +12.8% |
| 1Y | +49.9% | +1.6% | +48.3% | +48.8% |
| 3Y | +263.6% | +3.1% | +260.4% | +256.2% |
| 5Y | +233.6% | +21.1% | +212.5% | +209.5% |
| All | +305.7% | +128.6% | +177.0% | +235.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling