+159.0%
GDX vs HIG
+144.1%
+14.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -4.6% | -0.1% | -4.4% | -4.6% |
| 30D | -6.2% | +4.4% | -10.5% | -6.5% |
| 3M | -10.0% | 0.0% | -10.1% | -10.1% |
| 6M | -15.8% | +3.8% | -19.5% | -16.1% |
| YTD | -4.6% | +0.7% | -5.3% | -4.9% |
| 1Y | +4.0% | +5.0% | -1.0% | +3.3% |
| 3Y | +211.1% | +95.3% | +115.7% | +192.9% |
| 5Y | +152.3% | +110.8% | +41.5% | +135.4% |
| 10Y | +331.4% | +261.9% | +69.5% | +277.0% |
| All | +159.0% | +144.1% | +14.9% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling