+289.0%
GDX vs HD
+204.3%
+84.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | +4.0% | -1.2% | +5.1% | +4.2% |
| 30D | +9.5% | -11.1% | +20.6% | +12.5% |
| 3M | +25.1% | +2.0% | +23.1% | +24.5% |
| 6M | -2.9% | -10.5% | +7.5% | -0.5% |
| YTD | +14.7% | -6.9% | +21.6% | +16.5% |
| 1Y | +47.4% | -23.2% | +70.6% | +55.7% |
| 3Y | +259.7% | +3.1% | +256.6% | +252.7% |
| 5Y | +227.7% | +7.4% | +220.3% | +213.5% |
| 10Y | +289.0% | +205.0% | +84.0% | +282.3% |
| All | +289.0% | +204.3% | +84.6% | +282.3% |
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