+284.4%
GDX vs HWM
+1,166.3%
-881.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.8% |
| 7D | +13.6% | +3.4% | +10.3% | +12.9% |
| 30D | +2.5% | -7.5% | +10.0% | +3.4% |
| 3M | +4.4% | -28.9% | +33.3% | +9.0% |
| 6M | -5.2% | -19.6% | +14.4% | -2.7% |
| YTD | +2.1% | +0.6% | +1.5% | +1.9% |
| 1Y | +24.7% | +0.3% | +24.4% | +24.5% |
| 3Y | +211.3% | +326.1% | -114.9% | +158.4% |
| 5Y | +186.7% | +525.2% | -338.5% | +127.1% |
| 10Y | +285.3% | +1,492.9% | -1,207.6% | +203.5% |
| All | +284.4% | +1,166.3% | -881.9% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling