+226.4%
GDX vs HIG
+95.7%
+130.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.5% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -3.8% | +5.4% | -9.1% | -3.9% |
| 3M | -5.4% | -0.9% | -4.5% | -5.4% |
| 6M | -12.7% | +4.8% | -17.5% | -13.0% |
| YTD | -0.7% | +0.9% | -1.5% | -0.7% |
| 1Y | +11.9% | +6.5% | +5.4% | +10.9% |
| All | +226.4% | +95.7% | +130.8% | +229.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling