+226.7%
GDX vs HL
+232.7%
-5.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -1.5% |
| 7D | -5.4% | -5.6% | +0.2% | -2.6% |
| 30D | +6.6% | +12.7% | -6.2% | +0.1% |
| 3M | +30.1% | +42.5% | -12.4% | +8.7% |
| 6M | -7.1% | -9.0% | +1.9% | -3.6% |
| YTD | +12.0% | +4.4% | +7.6% | +7.3% |
| 1Y | +41.2% | +82.7% | -41.5% | +2.4% |
| 3Y | +251.0% | +406.3% | -155.3% | +41.8% |
| 5Y | +226.7% | +238.2% | -11.4% | +49.9% |
| All | +226.7% | +232.7% | -5.9% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling