+177.3%
GDX vs HD
+1,397.9%
-1,220.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.6% |
| 7D | +13.6% | +4.3% | +9.3% | +12.7% |
| 30D | +2.5% | +20.2% | -17.7% | -1.5% |
| 3M | +4.4% | -1.0% | +5.4% | +4.5% |
| 6M | -5.2% | +7.9% | -13.1% | -6.9% |
| YTD | +2.1% | +2.0% | +0.1% | +1.5% |
| 1Y | +24.7% | -4.3% | +29.0% | +25.4% |
| 3Y | +211.3% | +25.9% | +185.3% | +194.0% |
| 5Y | +186.7% | +5.8% | +180.8% | +176.9% |
| 10Y | +285.3% | +262.5% | +22.8% | +190.0% |
| All | +177.3% | +1,397.9% | -1,220.7% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling