+326.3%
GDX vs CHD
+196.1%
+130.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.5% |
| 7D | -6.8% | +3.6% | -10.4% | -7.4% |
| 30D | -2.1% | +10.4% | -12.5% | -3.8% |
| 3M | -7.5% | +12.2% | -19.7% | -9.5% |
| 6M | -15.2% | +19.9% | -35.1% | -18.1% |
| YTD | -4.8% | +36.4% | -41.2% | -10.2% |
| 1Y | +6.7% | +35.1% | -28.4% | +0.8% |
| 3Y | +212.7% | +29.2% | +183.6% | +194.3% |
| 5Y | +151.7% | +33.4% | +118.3% | +131.2% |
| All | +326.3% | +196.1% | +130.2% | +244.2% |
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