+310.1%
GDX vs HWM
+1,636.6%
-1,326.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.1% | -0.7% | +3.7% |
| 7D | +15.6% | +1.6% | +14.0% | +15.1% |
| 30D | +2.4% | -3.9% | +6.4% | +2.8% |
| 3M | +1.7% | -23.2% | +25.0% | +5.2% |
| 6M | -3.3% | -20.0% | +16.7% | -0.6% |
| YTD | +6.6% | +5.7% | +0.9% | +5.7% |
| 1Y | +27.0% | +4.9% | +22.1% | +26.0% |
| 3Y | +243.4% | +347.0% | -103.6% | +183.3% |
| 5Y | +194.2% | +563.0% | -368.8% | +131.5% |
| 10Y | +310.1% | +1,579.2% | -1,269.0% | +234.5% |
| All | +310.1% | +1,636.6% | -1,326.5% | +234.5% |
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