+24.8%
GDX vs GEHC
+15.6%
+9.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.4% | +2.6% | +7.5% |
| 7D | +0.8% | +13.2% | -12.4% | -1.9% |
| 30D | -3.2% | +30.6% | -33.8% | -8.8% |
| 3M | +8.6% | +22.2% | -13.6% | +3.9% |
| 6M | -1.2% | +40.8% | -42.1% | -9.2% |
| YTD | -1.4% | +4.8% | -6.2% | -1.8% |
| 1Y | +24.8% | +15.7% | +9.1% | +23.1% |
| All | +24.8% | +15.6% | +9.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling