+158.4%
GDX vs HRB
+389.6%
-231.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -6.8% | -5.1% | -1.7% | -6.3% |
| 30D | -2.1% | +8.7% | -10.8% | -3.0% |
| 3M | -7.5% | -5.4% | -2.1% | -7.2% |
| 6M | -15.2% | +41.6% | -56.7% | -18.7% |
| YTD | -4.8% | +18.7% | -23.5% | -7.6% |
| 1Y | +6.7% | +16.4% | -9.7% | +3.8% |
| 3Y | +212.7% | +22.0% | +190.8% | +199.7% |
| 5Y | +151.7% | +141.2% | +10.4% | +119.4% |
| 10Y | +330.3% | +223.1% | +107.2% | +243.2% |
| All | +158.4% | +389.6% | -231.2% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling