+386.6%
GDX vs USHY
+50.7%
+335.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.2% |
| 30D | +18.6% | +0.1% | +18.5% | +18.6% |
| 3M | +14.9% | +0.8% | +14.1% | +14.0% |
| 6M | -6.3% | +1.7% | -8.0% | -7.5% |
| YTD | +15.7% | +2.5% | +13.3% | +13.3% |
| 1Y | +54.8% | +4.4% | +50.4% | +48.8% |
| 3Y | +253.4% | +27.4% | +226.1% | +179.1% |
| 5Y | +219.7% | +21.7% | +197.9% | +157.6% |
| All | +386.6% | +50.7% | +335.8% | +253.2% |
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 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