+214.2%
GDX vs CHD
+1,314.6%
-1,100.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -2.7% | +2.3% | +0.2% |
| 30D | +18.6% | -4.6% | +23.2% | +19.8% |
| 3M | +14.9% | +5.0% | +9.9% | +13.2% |
| 6M | -6.3% | -3.2% | -3.0% | -5.8% |
| YTD | +15.7% | +18.6% | -2.9% | +10.8% |
| 1Y | +54.8% | +4.8% | +50.0% | +52.2% |
| 3Y | +253.4% | +6.1% | +247.3% | +242.2% |
| 5Y | +219.7% | +24.0% | +195.7% | +193.0% |
| 10Y | +300.2% | +124.5% | +175.8% | +206.4% |
| All | +214.2% | +1,314.6% | -1,100.5% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling