+212.7%
GDX vs HWM
+348.7%
-136.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -6.8% | +7.3% | -14.1% | -8.3% |
| 30D | -2.1% | +1.6% | -3.7% | -2.8% |
| 3M | -7.5% | -21.9% | +14.4% | -2.8% |
| 6M | -15.2% | -19.0% | +3.9% | -11.7% |
| YTD | -4.8% | +7.9% | -12.8% | -6.2% |
| 1Y | +6.7% | +9.9% | -3.2% | +4.9% |
| 3Y | +212.7% | +342.1% | -129.4% | +138.9% |
| All | +212.7% | +348.7% | -136.0% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling