+79.8%
GDXJ vs HIG
+650.5%
-570.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +8.8% | -2.8% | +11.6% | +9.4% |
| 3M | +29.8% | +6.3% | +23.5% | +28.0% |
| 6M | -5.8% | -0.1% | -5.7% | -6.1% |
| YTD | +13.6% | +0.4% | +13.2% | +12.9% |
| 1Y | +54.5% | +6.2% | +48.2% | +51.5% |
| 3Y | +301.4% | +101.6% | +199.8% | +242.7% |
| 5Y | +236.3% | +119.8% | +116.5% | +180.2% |
| 10Y | +240.1% | +311.7% | -71.6% | +132.5% |
| All | +79.8% | +650.5% | -570.7% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling