+289.0%
GDX vs CHRW
+168.2%
+120.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.0% |
| 7D | +4.0% | +1.9% | +2.0% | +3.8% |
| 30D | +9.5% | +0.9% | +8.5% | +9.3% |
| 3M | +25.1% | -19.9% | +45.0% | +27.2% |
| 6M | -2.9% | -15.8% | +12.9% | -1.9% |
| YTD | +14.7% | -5.6% | +20.3% | +14.7% |
| 1Y | +47.4% | +21.0% | +26.4% | +44.2% |
| 3Y | +259.7% | +86.0% | +173.7% | +234.5% |
| 5Y | +227.7% | +88.6% | +139.0% | +204.7% |
| 10Y | +289.0% | +169.3% | +119.7% | +260.1% |
| All | +289.0% | +168.2% | +120.8% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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