+211.8%
GDXJ vs HDB
+32.9%
+178.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.7% |
| 7D | -6.2% | -6.2% | 0.0% | -4.6% |
| 30D | +4.6% | -6.2% | +10.9% | +6.4% |
| 3M | +31.3% | -5.9% | +37.1% | +33.0% |
| 6M | -10.7% | -25.9% | +15.2% | -3.6% |
| YTD | +9.1% | -40.2% | +49.3% | +24.0% |
| 1Y | +44.1% | -38.0% | +82.1% | +61.9% |
| 3Y | +285.4% | -30.5% | +315.9% | +315.7% |
| 5Y | +228.4% | -38.1% | +266.5% | +259.7% |
| All | +211.8% | +32.9% | +178.9% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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