+87.2%
GDX vs CHYM
-19.7%
+106.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.9% | -5.9% | +0.2% |
| 7D | +1.9% | +3.4% | -1.5% | +1.4% |
| 30D | +9.9% | +12.0% | -2.1% | +8.4% |
| 3M | +28.2% | +102.4% | -74.2% | +16.1% |
| 6M | -2.9% | +52.7% | -55.6% | -9.6% |
| YTD | +16.0% | +37.3% | -21.3% | +8.0% |
| 1Y | +49.9% | +42.2% | +7.7% | +37.7% |
| All | +87.2% | -19.7% | +106.8% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling