+376.1%
GDX vs GH
+458.1%
-82.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.0% | -4.0% |
| 7D | -4.6% | +0.9% | -5.5% | -4.6% |
| 30D | -6.2% | -4.5% | -1.7% | -6.0% |
| 3M | -10.0% | -6.2% | -3.8% | -9.8% |
| 6M | -15.8% | +55.0% | -70.7% | -19.0% |
| YTD | -4.6% | +51.6% | -56.2% | -8.3% |
| 1Y | +4.0% | +58.3% | -54.3% | -0.4% |
| 3Y | +211.1% | +617.6% | -406.5% | +162.1% |
| 5Y | +152.3% | +49.2% | +103.1% | +124.7% |
| All | +376.1% | +458.1% | -82.0% | +328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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