+315.3%
GDX vs HAL
+3.0%
+312.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +9.9% | +10.9% | -1.0% | +8.3% |
| 3M | +28.2% | -5.8% | +34.0% | +29.0% |
| 6M | -2.9% | +8.1% | -11.0% | -4.5% |
| YTD | +16.0% | +33.2% | -17.2% | +10.6% |
| 1Y | +49.9% | +74.2% | -24.3% | +36.8% |
| 3Y | +263.6% | -3.7% | +267.3% | +258.1% |
| 5Y | +233.6% | +111.9% | +121.7% | +191.4% |
| 10Y | +315.3% | +7.4% | +307.9% | +209.5% |
| All | +315.3% | +3.0% | +312.3% | +209.5% |
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