+310.1%
GDX vs CHRW
+131.6%
+178.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +4.2% |
| 7D | +15.6% | +0.2% | +15.3% | +15.5% |
| 30D | +2.4% | -9.4% | +11.8% | +3.2% |
| 3M | +1.7% | -13.3% | +15.0% | +2.7% |
| 6M | -3.3% | -24.2% | +20.8% | -1.6% |
| YTD | +6.6% | -18.9% | +25.5% | +7.7% |
| 1Y | +27.0% | -12.4% | +39.3% | +27.5% |
| 3Y | +243.4% | +72.2% | +171.1% | +220.8% |
| 5Y | +194.2% | +53.4% | +140.8% | +178.3% |
| 10Y | +310.1% | +127.0% | +183.2% | +349.4% |
| All | +310.1% | +131.6% | +178.5% | +349.4% |
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