+296.0%
GDX vs HPQ
+259.7%
+36.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | +0.1% |
| 7D | -2.2% | +9.8% | -11.9% | -3.3% |
| 30D | +6.8% | +22.4% | -15.6% | +4.0% |
| 3M | +24.9% | +45.2% | -20.2% | +18.9% |
| 6M | -4.2% | +96.4% | -100.6% | -13.0% |
| YTD | +13.2% | +65.4% | -52.2% | +5.2% |
| 1Y | +40.2% | +31.6% | +8.6% | +34.0% |
| 3Y | +249.6% | +37.0% | +212.6% | +226.8% |
| 5Y | +230.4% | +53.0% | +177.4% | +201.1% |
| All | +296.0% | +259.7% | +36.3% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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