+212.7%
GDX vs CHRW
+80.1%
+132.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -6.8% | +7.3% | -14.1% | -7.1% |
| 30D | -2.1% | -3.6% | +1.5% | -2.1% |
| 3M | -7.5% | -9.6% | +2.1% | -7.3% |
| 6M | -15.2% | -17.0% | +1.8% | -14.8% |
| YTD | -4.8% | -15.4% | +10.6% | -4.0% |
| 1Y | +6.7% | -10.0% | +16.7% | +7.5% |
| 3Y | +212.7% | +82.2% | +130.6% | +202.5% |
| All | +212.7% | +80.1% | +132.6% | +202.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling