+41.2%
GDX vs HBM
+103.9%
-62.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.5% | +4.1% | +1.4% |
| 7D | -5.4% | -3.7% | -1.6% | -3.4% |
| 30D | +6.6% | -3.7% | +10.2% | +8.7% |
| 3M | +30.1% | +8.0% | +22.1% | +22.2% |
| 6M | -7.1% | +15.8% | -22.9% | -18.8% |
| YTD | +12.0% | +34.4% | -22.4% | -9.8% |
| 1Y | +41.2% | +98.2% | -57.0% | -1.4% |
| All | +41.2% | +103.9% | -62.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling