+224.1%
GDX vs CHTR
-81.7%
+305.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.9% |
| 7D | -2.2% | -4.1% | +1.9% | -2.0% |
| 30D | +6.8% | -3.0% | +9.7% | +6.8% |
| 3M | +24.9% | +4.8% | +20.2% | +24.2% |
| 6M | -4.2% | -35.0% | +30.8% | -2.1% |
| YTD | +13.2% | -30.2% | +43.4% | +15.0% |
| 1Y | +40.2% | -44.8% | +85.0% | +45.9% |
| 3Y | +249.6% | -66.6% | +316.1% | +280.7% |
| All | +224.1% | -81.7% | +305.8% | +249.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling