+296.0%
GDX vs HRB
+209.1%
+86.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -2.2% | -8.0% | +5.9% | -1.8% |
| 30D | +6.8% | -16.0% | +22.7% | +7.5% |
| 3M | +24.9% | +26.9% | -1.9% | +23.6% |
| 6M | -4.2% | +51.1% | -55.3% | -6.3% |
| YTD | +13.2% | +7.1% | +6.2% | +12.8% |
| 1Y | +40.2% | -9.6% | +49.8% | +41.2% |
| 3Y | +249.6% | +25.4% | +224.2% | +242.8% |
| 5Y | +230.4% | +114.9% | +115.5% | +213.1% |
| All | +296.0% | +209.1% | +86.8% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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