+185.4%
GDX vs CNH
-14.7%
+200.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.5% |
| 7D | +13.6% | -1.7% | +15.3% | +14.1% |
| 30D | +2.5% | -7.2% | +9.7% | +4.2% |
| 3M | +4.4% | +6.5% | -2.2% | +1.6% |
| 6M | -5.2% | +7.9% | -13.1% | -8.6% |
| YTD | +2.1% | +26.6% | -24.5% | -5.5% |
| 1Y | +24.7% | +13.8% | +10.9% | +18.2% |
| 3Y | +211.3% | +9.2% | +202.1% | +185.0% |
| All | +185.4% | -14.7% | +200.0% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling