+331.8%
GDX vs HWM
+1,323.5%
-991.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.7% | +9.8% | +0.7% |
| 7D | +4.0% | -9.2% | +13.1% | +5.3% |
| 30D | +9.5% | -17.9% | +27.3% | +12.3% |
| 3M | +25.1% | -6.0% | +31.1% | +25.9% |
| 6M | -2.9% | -7.4% | +4.4% | -2.1% |
| YTD | +14.7% | +13.1% | +1.6% | +12.8% |
| 1Y | +47.4% | +29.3% | +18.1% | +42.5% |
| 3Y | +259.7% | +389.9% | -130.2% | +193.3% |
| 5Y | +227.7% | +655.5% | -427.9% | +154.1% |
| All | +331.8% | +1,323.5% | -991.7% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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