+464.9%
GDX vs GH
+467.1%
-2.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | -2.2% | -2.5% | +0.3% | -2.0% |
| 30D | +6.8% | -4.7% | +11.4% | +7.1% |
| 3M | +24.9% | +20.2% | +4.7% | +22.9% |
| 6M | -4.2% | +78.8% | -83.0% | -8.8% |
| YTD | +13.2% | +54.1% | -40.9% | +8.9% |
| 1Y | +40.2% | +177.1% | -136.9% | +28.9% |
| 3Y | +249.6% | +371.6% | -122.0% | +202.4% |
| 5Y | +230.4% | +21.9% | +208.5% | +196.5% |
| All | +464.9% | +467.1% | -2.3% | +409.1% |
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