+259.7%
GDX vs GH
+355.8%
-96.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +4.0% | -2.1% | +6.0% | +4.2% |
| 30D | +9.5% | -4.5% | +13.9% | +10.0% |
| 3M | +25.1% | +28.9% | -3.8% | +21.1% |
| 6M | -2.9% | +76.5% | -79.4% | -9.7% |
| YTD | +14.7% | +57.6% | -42.9% | +7.8% |
| 1Y | +47.4% | +167.5% | -120.1% | +30.8% |
| 3Y | +259.7% | +377.4% | -117.7% | +190.1% |
| All | +259.7% | +355.8% | -96.1% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling