+214.2%
GDX vs CHRW
+426.4%
-212.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -0.4% | -1.4% | +1.0% | -0.2% |
| 30D | +18.6% | -3.5% | +22.1% | +19.2% |
| 3M | +14.9% | -19.4% | +34.3% | +18.4% |
| 6M | -6.3% | -21.4% | +15.1% | -3.3% |
| YTD | +15.7% | -7.1% | +22.9% | +15.7% |
| 1Y | +54.8% | +17.8% | +37.0% | +47.9% |
| 3Y | +253.4% | +78.8% | +174.7% | +206.2% |
| 5Y | +219.7% | +83.5% | +136.1% | +171.8% |
| 10Y | +300.2% | +160.2% | +140.0% | +203.7% |
| All | +214.2% | +426.4% | -212.2% | +83.2% |
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