+233.6%
GDX vs HIG
+117.6%
+116.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +9.9% | -2.8% | +12.8% | +10.3% |
| 3M | +28.2% | +6.3% | +21.8% | +26.8% |
| 6M | -2.9% | -0.1% | -2.8% | -3.1% |
| YTD | +16.0% | +0.4% | +15.5% | +15.5% |
| 1Y | +49.9% | +6.2% | +43.6% | +47.6% |
| 3Y | +263.6% | +101.6% | +161.9% | +212.4% |
| 5Y | +233.6% | +119.8% | +113.7% | +184.2% |
| All | +233.6% | +117.6% | +116.0% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling