+82.7%
GDX vs CHYM
-23.3%
+106.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -2.2% | -2.3% | +0.1% | -1.9% |
| 30D | +6.8% | +4.4% | +2.3% | +6.2% |
| 3M | +24.9% | +91.3% | -66.4% | +14.0% |
| 6M | -4.2% | +44.0% | -48.2% | -10.2% |
| YTD | +13.2% | +31.1% | -17.9% | +6.1% |
| 1Y | +40.2% | +37.8% | +2.4% | +29.6% |
| All | +82.7% | -23.3% | +106.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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