+281.7%
GDXJ vs HBM
+460.9%
-179.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.5% | +3.5% | +0.1% |
| 7D | -6.2% | -3.7% | -2.5% | -4.5% |
| 30D | +4.6% | -3.7% | +8.3% | +6.6% |
| 3M | +31.3% | +8.0% | +23.3% | +25.3% |
| 6M | -10.7% | +15.8% | -26.5% | -18.1% |
| YTD | +9.1% | +34.4% | -25.3% | -5.7% |
| 1Y | +44.1% | +98.2% | -54.0% | +5.8% |
| All | +281.7% | +460.9% | -179.2% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling