+77.5%
GDXJ vs HBM
+93.2%
-15.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -3.2% |
| 7D | +4.3% | +7.4% | -3.1% | +1.6% |
| 30D | +8.4% | +5.1% | +3.4% | +6.5% |
| 3M | +25.5% | +11.1% | +14.4% | +20.9% |
| 6M | -6.3% | +30.2% | -36.5% | -14.5% |
| YTD | +12.1% | +46.2% | -34.1% | -1.1% |
| 1Y | +51.1% | +120.0% | -69.0% | +16.3% |
| 3Y | +296.1% | +527.4% | -231.3% | +107.4% |
| 5Y | +228.1% | +400.4% | -172.3% | +74.9% |
| 10Y | +211.8% | +621.5% | -409.7% | +11.4% |
| All | +77.5% | +93.2% | -15.8% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling