+184.4%
GDX vs HYG
+153.0%
+31.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.9% | -0.2% | +2.0% | +2.0% |
| 30D | +9.9% | -0.1% | +10.0% | +10.0% |
| 3M | +28.2% | +0.7% | +27.5% | +27.6% |
| 6M | -2.9% | +1.5% | -4.4% | -3.7% |
| YTD | +16.0% | +1.9% | +14.0% | +14.7% |
| 1Y | +49.9% | +3.7% | +46.2% | +46.4% |
| 3Y | +263.6% | +26.5% | +237.1% | +206.6% |
| 5Y | +233.6% | +19.0% | +214.6% | +194.5% |
| 10Y | +315.3% | +56.5% | +258.8% | +205.0% |
| All | +184.4% | +153.0% | +31.4% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling