+216.9%
GDX vs GEHC
+32.0%
+185.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | +0.7% | -3.7% | +4.5% | +1.5% |
| 30D | -3.8% | +22.0% | -25.8% | -7.6% |
| 3M | -5.4% | +13.6% | -19.1% | -7.9% |
| 6M | -12.7% | +34.0% | -46.7% | -18.2% |
| YTD | -0.7% | +0.9% | -1.6% | -1.5% |
| 1Y | +11.9% | +12.7% | -0.9% | +8.5% |
| 3Y | +223.9% | +19.4% | +204.5% | +210.2% |
| All | +216.9% | +32.0% | +185.0% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling