+326.3%
GDX vs HIG
+261.7%
+64.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -6.8% | +2.6% | -9.4% | -7.1% |
| 30D | -2.1% | +4.2% | -6.3% | -2.6% |
| 3M | -7.5% | +0.2% | -7.7% | -7.6% |
| 6M | -15.2% | +4.6% | -19.8% | -15.8% |
| YTD | -4.8% | +1.1% | -5.9% | -5.2% |
| 1Y | +6.7% | +4.7% | +2.0% | +5.8% |
| 3Y | +212.7% | +95.5% | +117.3% | +187.2% |
| 5Y | +151.7% | +111.7% | +40.0% | +128.0% |
| All | +326.3% | +261.7% | +64.5% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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