+296.0%
GDX vs CHTR
-44.7%
+340.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.8% |
| 7D | -2.2% | -4.1% | +1.9% | -1.9% |
| 30D | +6.8% | -3.0% | +9.7% | +6.8% |
| 3M | +24.9% | +4.8% | +20.2% | +23.9% |
| 6M | -4.2% | -35.0% | +30.8% | -1.5% |
| YTD | +13.2% | -30.2% | +43.4% | +15.4% |
| 1Y | +40.2% | -44.8% | +85.0% | +46.6% |
| 3Y | +249.6% | -66.6% | +316.1% | +281.9% |
| 5Y | +230.4% | -81.5% | +311.9% | +280.9% |
| All | +296.0% | -44.7% | +340.7% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling