+296.0%
GDX vs HL
+273.7%
+22.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -2.2% | -4.4% | +2.2% | -0.2% |
| 30D | +6.8% | +9.3% | -2.6% | +2.5% |
| 3M | +24.9% | +32.0% | -7.0% | +10.3% |
| 6M | -4.2% | -6.4% | +2.2% | -1.7% |
| YTD | +13.2% | +3.1% | +10.1% | +10.1% |
| 1Y | +40.2% | +77.6% | -37.4% | +6.8% |
| 3Y | +249.6% | +392.8% | -143.2% | +60.6% |
| 5Y | +230.4% | +234.1% | -3.7% | +69.0% |
| All | +296.0% | +273.7% | +22.3% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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