+231.2%
GDXJ vs HWM
+1,487.1%
-1,255.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -8.1% | +7.3% | -15.4% | -9.4% |
| 30D | -5.5% | +1.6% | -7.0% | -6.1% |
| 3M | -14.6% | -21.9% | +7.3% | -10.6% |
| 6M | -23.2% | -19.0% | -4.2% | -20.2% |
| YTD | -13.0% | +7.9% | -20.9% | -14.6% |
| 1Y | +2.8% | +9.9% | -7.2% | +0.5% |
| 3Y | +221.5% | +342.1% | -120.7% | +136.5% |
| 5Y | +123.4% | +600.8% | -477.4% | +50.4% |
| All | +231.2% | +1,487.1% | -1,255.9% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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