+213.5%
GDX vs GEHC
+18.3%
+195.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.7% |
| 7D | -4.6% | -2.3% | -2.3% | -4.0% |
| 30D | -6.2% | +19.0% | -25.2% | -9.9% |
| 3M | -10.0% | +13.3% | -23.3% | -12.6% |
| 6M | -15.8% | +31.5% | -47.3% | -21.3% |
| YTD | -4.6% | 0.0% | -4.6% | -5.1% |
| 1Y | +4.0% | +9.4% | -5.4% | +1.3% |
| All | +213.5% | +18.3% | +195.2% | +200.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling