+203.9%
GDX vs CRH
+410.6%
-206.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.0% |
| 7D | -5.4% | -4.8% | -0.6% | -4.2% |
| 30D | +6.6% | -13.1% | +19.7% | +10.4% |
| 3M | +30.1% | -12.0% | +42.1% | +34.4% |
| 6M | -7.1% | -16.9% | +9.8% | -2.5% |
| YTD | +12.0% | -29.0% | +40.9% | +22.1% |
| 1Y | +41.2% | -20.3% | +61.5% | +49.4% |
| 3Y | +251.0% | +69.2% | +181.7% | +203.8% |
| 5Y | +226.7% | +94.6% | +132.1% | +168.8% |
| 10Y | +301.0% | +250.3% | +50.7% | +173.9% |
| All | +203.9% | +410.6% | -206.7% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling