+326.3%
GDX vs HL
+132.4%
+193.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.6% |
| 7D | -6.8% | -11.1% | +4.3% | -1.7% |
| 30D | -2.1% | -12.1% | +10.0% | +3.7% |
| 3M | -7.5% | -26.1% | +18.6% | +5.6% |
| 6M | -15.2% | -37.7% | +22.6% | +4.2% |
| YTD | -4.8% | -31.7% | +26.9% | +11.2% |
| 1Y | +6.7% | -11.6% | +18.4% | +11.2% |
| 3Y | +212.7% | +249.6% | -36.9% | +69.9% |
| 5Y | +151.7% | +108.5% | +43.1% | +60.2% |
| All | +326.3% | +132.4% | +193.9% | +113.4% |
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