+376.0%
GDX vs USHY
+49.7%
+326.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.2% | -0.7% | -1.5% | -1.4% |
| 30D | +6.8% | -0.7% | +7.4% | +7.6% |
| 3M | +24.9% | +0.1% | +24.9% | +25.0% |
| 6M | -4.2% | +1.8% | -6.0% | -5.5% |
| YTD | +13.2% | +1.8% | +11.4% | +11.7% |
| 1Y | +40.2% | +3.3% | +36.9% | +36.3% |
| 3Y | +249.6% | +27.0% | +222.6% | +177.3% |
| 5Y | +230.4% | +21.0% | +209.4% | +168.2% |
| All | +376.0% | +49.7% | +326.3% | +248.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling