+221.5%
GDX vs HBM
+613.3%
-391.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -0.4% | -6.4% | +6.0% | +1.5% |
| 30D | +18.6% | +5.9% | +12.7% | +16.9% |
| 3M | +14.9% | -8.9% | +23.8% | +17.7% |
| 6M | -6.3% | +10.7% | -16.9% | -8.9% |
| YTD | +15.7% | +38.3% | -22.5% | +6.5% |
| 1Y | +54.8% | +121.3% | -66.5% | +26.3% |
| 3Y | +253.4% | +450.6% | -197.1% | +121.7% |
| 5Y | +219.7% | +338.0% | -118.3% | +101.8% |
| 10Y | +300.2% | +578.6% | -278.4% | +82.1% |
| All | +221.5% | +613.3% | -391.9% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling