+214.2%
GDX vs HAL
+45.8%
+168.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -0.4% | +2.9% | -3.3% | -1.2% |
| 30D | +18.6% | +17.0% | +1.6% | +13.4% |
| 3M | +14.9% | -9.7% | +24.5% | +17.5% |
| 6M | -6.3% | +8.6% | -14.9% | -9.5% |
| YTD | +15.7% | +33.0% | -17.3% | +5.3% |
| 1Y | +54.8% | +68.3% | -13.5% | +30.5% |
| 3Y | +253.4% | +0.1% | +253.3% | +235.5% |
| 5Y | +219.7% | +102.6% | +117.0% | +133.7% |
| 10Y | +300.2% | +3.8% | +296.4% | +204.4% |
| All | +214.2% | +45.8% | +168.4% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling