+215.1%
GDXJ vs HIG
+313.7%
-98.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.8% | -1.5% | -1.4% | -2.6% |
| 30D | +5.0% | -0.4% | +5.3% | +5.0% |
| 3M | +24.1% | +6.7% | +17.4% | +22.7% |
| 6M | -7.4% | +2.0% | -9.3% | -7.9% |
| YTD | +10.2% | +0.3% | +9.9% | +9.7% |
| 1Y | +42.5% | +4.2% | +38.3% | +40.9% |
| 3Y | +285.7% | +102.2% | +183.5% | +241.0% |
| 5Y | +231.9% | +118.5% | +113.4% | +188.7% |
| All | +215.1% | +313.7% | -98.6% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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