+227.7%
GDX vs HBM
+369.9%
-142.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -3.2% |
| 7D | +4.0% | +7.4% | -3.4% | +0.9% |
| 30D | +9.5% | +5.1% | +4.4% | +7.3% |
| 3M | +25.1% | +11.1% | +14.0% | +19.3% |
| 6M | -2.9% | +30.2% | -33.1% | -13.3% |
| YTD | +14.7% | +46.2% | -31.5% | -1.1% |
| 1Y | +47.4% | +120.0% | -72.6% | +10.4% |
| 3Y | +259.7% | +527.4% | -267.7% | +79.5% |
| 5Y | +227.7% | +400.4% | -172.7% | +71.0% |
| All | +227.7% | +369.9% | -142.2% | +71.0% |
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