+150.7%
GDX vs THC
+258.4%
-107.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -6.8% | +1.0% | -7.8% | -6.9% |
| 30D | -2.1% | +5.3% | -7.4% | -2.9% |
| 3M | -7.5% | +7.1% | -14.6% | -8.6% |
| 6M | -15.2% | +46.0% | -61.2% | -20.3% |
| YTD | -4.8% | +43.9% | -48.8% | -10.8% |
| 1Y | +6.7% | +45.4% | -38.7% | -0.2% |
| 3Y | +212.7% | +421.3% | -208.5% | +133.8% |
| All | +150.7% | +258.4% | -107.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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