+300.2%
GDX vs USHY
+48.0%
+252.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.8% | -0.4% | -6.4% | -6.3% |
| 30D | -2.1% | +0.6% | -2.7% | -2.6% |
| 3M | -7.5% | -2.0% | -5.5% | -5.0% |
| 6M | -15.2% | -0.5% | -14.6% | -14.1% |
| YTD | -4.8% | +0.6% | -5.4% | -4.6% |
| 1Y | +6.7% | +2.1% | +4.6% | +5.4% |
| 3Y | +212.7% | +25.3% | +187.4% | +152.3% |
| 5Y | +151.7% | +19.7% | +131.9% | +107.4% |
| All | +300.2% | +48.0% | +252.2% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling