+310.1%
GDX vs CNH
+134.0%
+176.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.9% | -6.5% | +2.8% |
| 7D | +15.6% | +8.6% | +7.0% | +14.1% |
| 30D | +2.4% | +12.6% | -10.1% | +0.5% |
| 3M | +1.7% | +17.5% | -15.8% | -1.2% |
| 6M | -3.3% | +18.1% | -21.4% | -6.4% |
| YTD | +6.6% | +40.4% | -33.8% | +0.9% |
| 1Y | +27.0% | +34.0% | -7.0% | +20.8% |
| 3Y | +243.4% | +35.3% | +208.1% | +221.4% |
| 5Y | +194.2% | -5.1% | +199.3% | +183.3% |
| 10Y | +310.1% | +124.0% | +186.1% | +301.6% |
| All | +310.1% | +134.0% | +176.2% | +301.6% |
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