+382.4%
GDX vs USHY
+50.7%
+331.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +4.0% | 0.0% | +3.9% | +3.9% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +25.1% | +1.2% | +23.9% | +23.7% |
| 6M | -2.9% | +2.6% | -5.5% | -5.1% |
| YTD | +14.7% | +2.4% | +12.3% | +12.4% |
| 1Y | +47.4% | +4.2% | +43.2% | +41.9% |
| 3Y | +259.7% | +28.0% | +231.7% | +182.7% |
| 5Y | +227.7% | +21.8% | +205.9% | +164.0% |
| All | +382.4% | +50.7% | +331.7% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USHY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling