+49.9%
GDX vs GEHC
-16.2%
+66.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | +1.9% | -7.6% | +9.5% | +3.6% |
| 30D | +9.9% | -10.7% | +20.6% | +12.5% |
| 3M | +28.2% | -1.2% | +29.4% | +29.0% |
| 6M | -2.9% | -13.7% | +10.8% | +1.0% |
| YTD | +16.0% | -20.4% | +36.4% | +22.2% |
| 1Y | +49.9% | -17.0% | +66.9% | +56.5% |
| All | +49.9% | -16.2% | +66.1% | +56.5% |
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