+258.1%
GDX vs HL
+418.2%
-160.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.1% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +9.9% | +18.8% | -8.9% | +0.5% |
| 3M | +28.2% | +43.7% | -15.5% | +6.6% |
| 6M | -2.9% | -1.0% | -1.8% | -3.7% |
| YTD | +16.0% | +8.7% | +7.3% | +9.0% |
| 1Y | +49.9% | +105.0% | -55.1% | +4.9% |
| All | +258.1% | +418.2% | -160.1% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling