+238.4%
GDX vs USHY
+21.5%
+216.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.4% |
| 7D | +1.9% | -0.1% | +2.0% | +2.1% |
| 30D | +9.9% | 0.0% | +10.0% | +10.1% |
| 3M | +28.2% | +0.8% | +27.4% | +26.7% |
| 6M | -2.9% | +1.9% | -4.8% | -5.2% |
| YTD | +16.0% | +2.3% | +13.7% | +12.8% |
| 1Y | +49.9% | +4.1% | +45.7% | +41.9% |
| 3Y | +263.6% | +27.8% | +235.8% | +156.1% |
| All | +238.4% | +21.5% | +216.9% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling