+335.6%
GDX vs HWM
+1,494.1%
-1,158.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -0.4% | -2.1% | +1.7% | -0.1% |
| 30D | +18.6% | -11.0% | +29.6% | +20.4% |
| 3M | +14.9% | +4.0% | +10.8% | +14.0% |
| 6M | -6.3% | -0.2% | -6.0% | -6.4% |
| YTD | +15.7% | +26.7% | -10.9% | +12.1% |
| 1Y | +54.8% | +44.7% | +10.1% | +47.5% |
| 3Y | +253.4% | +426.1% | -172.7% | +185.2% |
| 5Y | +219.7% | +738.5% | -518.8% | +144.4% |
| All | +335.6% | +1,494.1% | -1,158.5% | +226.9% |
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 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