+245.7%
GDX vs CHTR
-66.9%
+312.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.0% | -8.4% | -3.5% |
| 7D | -5.4% | -7.1% | +1.8% | -5.3% |
| 30D | +6.6% | -10.9% | +17.4% | +6.6% |
| 3M | +30.1% | +2.0% | +28.1% | +30.0% |
| 6M | -7.1% | -35.9% | +28.8% | -6.7% |
| YTD | +12.0% | -32.7% | +44.6% | +12.8% |
| 1Y | +41.2% | -46.6% | +87.8% | +44.2% |
| All | +245.7% | -66.9% | +312.6% | +274.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling