+348.3%
GDX vs CNH
+64.7%
+283.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.8% |
| 7D | -0.4% | +23.3% | -23.7% | -3.8% |
| 30D | +18.6% | +33.5% | -14.8% | +13.1% |
| 3M | +14.9% | +32.7% | -17.8% | +9.4% |
| 6M | -6.3% | +22.2% | -28.4% | -9.8% |
| YTD | +15.7% | +57.7% | -42.0% | +7.3% |
| 1Y | +54.8% | +28.0% | +26.9% | +47.6% |
| 3Y | +253.4% | +11.5% | +241.9% | +237.8% |
| 5Y | +219.7% | +11.9% | +207.8% | +202.3% |
| 10Y | +300.2% | +162.8% | +137.4% | +231.4% |
| All | +348.3% | +64.7% | +283.6% | +285.7% |
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