+138.0%
GDX vs CHTR
+282.5%
-144.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.1% | +9.2% | +1.7% |
| 7D | +1.9% | -15.8% | +17.7% | +3.2% |
| 30D | +9.9% | -12.7% | +22.6% | +10.9% |
| 3M | +28.2% | -1.1% | +29.3% | +27.7% |
| 6M | -2.9% | -39.9% | +37.0% | +0.4% |
| YTD | +16.0% | -35.9% | +51.8% | +19.0% |
| 1Y | +49.9% | -49.2% | +99.0% | +57.3% |
| 3Y | +263.6% | -68.3% | +331.9% | +295.0% |
| 5Y | +233.6% | -83.0% | +316.5% | +281.2% |
| 10Y | +315.3% | -49.3% | +364.6% | +325.0% |
| All | +138.0% | +282.5% | -144.5% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling