+296.0%
GDX vs HYG
+56.1%
+239.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.2% | -0.7% | -1.5% | -1.3% |
| 30D | +6.8% | -0.7% | +7.5% | +7.7% |
| 3M | +24.9% | -0.2% | +25.1% | +25.4% |
| 6M | -4.2% | +1.4% | -5.6% | -5.2% |
| YTD | +13.2% | +1.5% | +11.8% | +12.1% |
| 1Y | +40.2% | +2.9% | +37.3% | +36.8% |
| 3Y | +249.6% | +25.6% | +223.9% | +177.2% |
| 5Y | +230.4% | +18.6% | +211.8% | +173.1% |
| All | +296.0% | +56.1% | +239.9% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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