+189.5%
GDX vs HAL
+25.4%
+164.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +15.6% | -7.9% | +23.4% | +18.0% |
| 30D | +2.4% | -2.1% | +4.5% | +2.8% |
| 3M | +1.7% | +0.4% | +1.3% | +1.2% |
| 6M | -3.3% | -19.2% | +15.9% | +1.5% |
| YTD | +6.6% | +14.4% | -7.7% | +0.9% |
| 1Y | +27.0% | +18.0% | +9.0% | +18.9% |
| 3Y | +243.4% | -9.7% | +253.1% | +234.6% |
| 5Y | +194.2% | +40.1% | +154.0% | +139.8% |
| 10Y | +310.1% | -19.1% | +329.3% | +238.6% |
| All | +189.5% | +25.4% | +164.1% | +51.5% |
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 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