+173.4%
GDX vs HBM
+215.2%
-41.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.7% | -1.7% | -3.9% |
| 7D | +11.5% | +2.4% | +9.1% | +10.2% |
| 30D | -3.1% | -16.0% | +12.8% | +4.1% |
| 3M | -4.4% | -21.3% | +16.9% | +5.5% |
| 6M | -8.6% | -12.2% | +3.7% | -4.4% |
| YTD | +0.8% | +10.7% | -9.8% | -2.9% |
| 1Y | +14.7% | +30.3% | -15.6% | +4.1% |
| 3Y | +228.8% | +432.2% | -203.5% | +73.7% |
| 5Y | +173.4% | +218.8% | -45.4% | +59.0% |
| All | +173.4% | +215.2% | -41.8% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling