+326.3%
GDX vs HAL
-13.9%
+340.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.7% |
| 7D | -6.8% | +6.1% | -12.9% | -7.6% |
| 30D | -2.1% | +2.9% | -5.0% | -2.6% |
| 3M | -7.5% | +3.3% | -10.9% | -8.1% |
| 6M | -15.2% | -16.9% | +1.8% | -13.3% |
| YTD | -4.8% | +21.2% | -26.0% | -8.1% |
| 1Y | +6.7% | +27.5% | -20.8% | +2.3% |
| 3Y | +212.7% | -6.4% | +219.2% | +208.9% |
| 5Y | +151.7% | +58.0% | +93.6% | +129.0% |
| All | +326.3% | -13.9% | +340.2% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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