+21.2%
GDX vs CHRW
-12.5%
+33.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +4.1% |
| 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% | +2.8% |
| 6M | -3.3% | -24.2% | +20.8% | -1.8% |
| YTD | +6.6% | -18.9% | +25.5% | +1.0% |
| All | +21.2% | -12.5% | +33.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling