+261.2%
GDX vs GEHC
+2.1%
+259.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -2.2% | -7.2% | +5.0% | -0.7% |
| 30D | +6.8% | -11.6% | +18.3% | +9.4% |
| 3M | +24.9% | -0.8% | +25.8% | +24.7% |
| 6M | -4.2% | -11.9% | +7.7% | -2.0% |
| YTD | +13.2% | -21.9% | +35.2% | +18.3% |
| 1Y | +40.2% | -17.8% | +58.0% | +44.8% |
| 3Y | +249.6% | -3.5% | +253.1% | +251.8% |
| All | +261.2% | +2.1% | +259.1% | +254.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling