+248.9%
GDXJ vs HWM
+1,311.7%
-1,062.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | -2.8% | -11.4% | +8.6% | -0.5% |
| 30D | +5.0% | -18.5% | +23.4% | +9.0% |
| 3M | +24.1% | -13.2% | +37.3% | +27.2% |
| 6M | -7.4% | -8.7% | +1.3% | -5.8% |
| YTD | +10.2% | +12.2% | -1.9% | +7.7% |
| 1Y | +42.5% | +24.9% | +17.6% | +36.3% |
| 3Y | +285.7% | +383.9% | -98.2% | +181.3% |
| 5Y | +231.9% | +646.1% | -414.3% | +123.3% |
| All | +248.9% | +1,311.7% | -1,062.8% | +114.0% |
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