+215.1%
GDXJ vs HBM
+619.2%
-404.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -2.8% | -3.3% | +0.5% | -1.8% |
| 30D | +5.0% | -4.8% | +9.8% | +6.7% |
| 3M | +24.1% | -0.4% | +24.5% | +24.2% |
| 6M | -7.4% | +17.9% | -25.2% | -12.1% |
| YTD | +10.2% | +33.7% | -23.5% | +1.2% |
| 1Y | +42.5% | +95.6% | -53.1% | +16.9% |
| 3Y | +285.7% | +458.1% | -172.4% | +126.1% |
| 5Y | +231.9% | +329.0% | -97.1% | +99.7% |
| All | +215.1% | +619.2% | -404.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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