+185.4%
GDX vs HWM
+522.4%
-337.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.5% |
| 7D | +13.6% | +3.4% | +10.3% | +12.2% |
| 30D | +2.5% | -7.5% | +10.0% | +4.2% |
| 3M | +4.4% | -28.9% | +33.3% | +13.1% |
| 6M | -5.2% | -19.6% | +14.4% | -0.7% |
| YTD | +2.1% | +0.6% | +1.5% | +1.5% |
| 1Y | +24.7% | +0.3% | +24.4% | +24.0% |
| 3Y | +211.3% | +326.1% | -114.9% | +106.0% |
| All | +185.4% | +522.4% | -337.0% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling