+319.2%
GDX vs HD
+253.5%
+65.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | +11.5% | +5.2% | +6.3% | +10.1% |
| 30D | -3.1% | +20.7% | -23.9% | -7.5% |
| 3M | -4.4% | +0.8% | -5.2% | -4.7% |
| 6M | -8.6% | +12.2% | -20.8% | -11.2% |
| YTD | +0.8% | +4.2% | -3.4% | -0.4% |
| 1Y | +14.7% | -2.6% | +17.2% | +14.8% |
| 3Y | +228.8% | +30.0% | +198.8% | +205.4% |
| 5Y | +173.4% | +8.1% | +165.3% | +159.2% |
| 10Y | +319.2% | +247.2% | +72.1% | +298.7% |
| All | +319.2% | +253.5% | +65.7% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling