+327.3%
GDX vs CNH
+107.0%
+220.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.3% |
| 7D | -4.6% | +6.4% | -11.0% | -5.4% |
| 30D | -6.2% | -1.6% | -4.5% | -6.0% |
| 3M | -10.0% | +11.6% | -21.6% | -11.9% |
| 6M | -15.8% | +12.5% | -28.3% | -17.8% |
| YTD | -4.6% | +31.1% | -35.7% | -8.8% |
| 1Y | +4.0% | +17.0% | -13.0% | +0.8% |
| 3Y | +211.1% | +28.7% | +182.4% | +193.4% |
| 5Y | +152.3% | -17.4% | +169.7% | +146.3% |
| All | +327.3% | +107.0% | +220.3% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling