+227.7%
GDX vs CHRW
+90.3%
+137.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.0% |
| 7D | +4.0% | +1.9% | +2.0% | +3.7% |
| 30D | +9.5% | +0.9% | +8.5% | +9.3% |
| 3M | +25.1% | -19.9% | +45.0% | +27.6% |
| 6M | -2.9% | -15.8% | +12.9% | -1.8% |
| YTD | +14.7% | -5.6% | +20.3% | +14.6% |
| 1Y | +47.4% | +21.0% | +26.4% | +43.6% |
| 3Y | +259.7% | +86.0% | +173.7% | +227.4% |
| 5Y | +227.7% | +88.6% | +139.0% | +193.9% |
| All | +227.7% | +90.3% | +137.4% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling