+249.6%
GDX vs CRH
+70.5%
+179.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -2.2% | -6.1% | +3.9% | 0.0% |
| 30D | +6.8% | -9.3% | +16.0% | +10.4% |
| 3M | +24.9% | -15.2% | +40.1% | +32.2% |
| 6M | -4.2% | -14.2% | +10.0% | +1.4% |
| YTD | +13.2% | -28.3% | +41.5% | +25.1% |
| 1Y | +40.2% | -21.8% | +62.0% | +51.6% |
| 3Y | +249.6% | +71.6% | +178.0% | +200.0% |
| All | +249.6% | +70.5% | +179.1% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 3y: compounded portfolio wealth divided by compounded CRH 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…
3y analysis · Full analysis span regression · 6 months rolling