+477.4%
GDX vs GH
+481.7%
-4.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +18.6% | -1.1% | +19.7% | +18.7% |
| 3M | +14.9% | +21.3% | -6.4% | +13.0% |
| 6M | -6.3% | +73.5% | -79.8% | -10.5% |
| YTD | +15.7% | +58.0% | -42.3% | +11.0% |
| 1Y | +54.8% | +163.1% | -108.2% | +42.8% |
| 3Y | +253.4% | +361.0% | -107.6% | +206.0% |
| 5Y | +219.7% | +22.5% | +197.1% | +186.5% |
| All | +477.4% | +481.7% | -4.2% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling