+295.6%
GDX vs CNH
+32.2%
+263.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.7% |
| 7D | +13.6% | -1.7% | +15.3% | +13.9% |
| 30D | +2.5% | -7.2% | +9.7% | +3.5% |
| 3M | +4.4% | +6.5% | -2.2% | +2.8% |
| 6M | -5.2% | +7.9% | -13.1% | -7.1% |
| YTD | +2.1% | +26.6% | -24.5% | -2.2% |
| 1Y | +24.7% | +13.8% | +10.9% | +21.1% |
| 3Y | +211.3% | +9.2% | +202.1% | +199.1% |
| 5Y | +186.7% | -15.6% | +202.3% | +181.7% |
| 10Y | +285.3% | +119.2% | +166.1% | +227.3% |
| All | +295.6% | +32.2% | +263.4% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling