+349.2%
GDX vs HAL
-17.4%
+366.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.8% | -1.9% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -3.8% | +1.0% | -4.8% | -4.0% |
| 3M | -5.4% | -2.1% | -3.3% | -5.3% |
| 6M | -12.7% | -17.5% | +4.8% | -10.8% |
| YTD | -0.7% | +18.1% | -18.8% | -3.8% |
| 1Y | +11.9% | +19.7% | -7.8% | +8.1% |
| 3Y | +223.9% | -7.9% | +231.8% | +220.5% |
| 5Y | +163.2% | +53.1% | +110.1% | +140.5% |
| 10Y | +349.2% | -16.8% | +365.9% | +282.9% |
| All | +349.2% | -17.4% | +366.5% | +282.9% |
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