+289.0%
GDX vs CNH
+152.9%
+136.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | 0.0% |
| 7D | +4.0% | +8.8% | -4.8% | +2.5% |
| 30D | +9.5% | +24.7% | -15.2% | +5.6% |
| 3M | +25.1% | +27.3% | -2.2% | +20.0% |
| 6M | -2.9% | +23.2% | -26.1% | -6.5% |
| YTD | +14.7% | +48.9% | -34.2% | +7.7% |
| 1Y | +47.4% | +19.4% | +28.0% | +42.2% |
| 3Y | +259.7% | +7.8% | +251.9% | +245.6% |
| 5Y | +227.7% | +8.7% | +218.9% | +212.1% |
| 10Y | +289.0% | +149.5% | +139.4% | +221.4% |
| All | +289.0% | +152.9% | +136.0% | +221.4% |
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