+177.3%
GDX vs CHRW
+346.9%
-169.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | +13.6% | +0.6% | +13.1% | +13.5% |
| 30D | +2.5% | -7.3% | +9.8% | +3.6% |
| 3M | +4.4% | -14.2% | +18.6% | +6.5% |
| 6M | -5.2% | -25.1% | +19.8% | -1.8% |
| YTD | +2.1% | -21.2% | +23.3% | +4.4% |
| 1Y | +24.7% | -14.2% | +38.9% | +25.6% |
| 3Y | +211.3% | +63.5% | +147.8% | +172.0% |
| 5Y | +186.7% | +49.6% | +137.1% | +151.5% |
| 10Y | +285.3% | +129.4% | +155.9% | +196.4% |
| All | +177.3% | +346.9% | -169.6% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling