+249.6%
GDX vs HYG
+25.7%
+223.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | -2.2% | -0.7% | -1.5% | -0.3% |
| 30D | +6.8% | -0.7% | +7.5% | +8.9% |
| 3M | +24.9% | -0.2% | +25.1% | +25.9% |
| 6M | -4.2% | +1.4% | -5.6% | -6.2% |
| YTD | +13.2% | +1.5% | +11.8% | +10.8% |
| 1Y | +40.2% | +2.9% | +37.3% | +33.6% |
| 3Y | +249.6% | +25.6% | +223.9% | +122.9% |
| All | +249.6% | +25.7% | +223.9% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling