+239.3%
GDXJ vs HWM
+355.2%
-115.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -3.9% | -2.3% |
| 7D | +0.3% | +5.0% | -4.7% | -1.1% |
| 30D | -7.4% | +1.5% | -9.0% | -8.2% |
| 3M | -11.9% | -20.3% | +8.4% | -7.1% |
| 6M | -19.3% | -18.0% | -1.3% | -15.7% |
| YTD | -8.1% | +9.5% | -17.6% | -10.0% |
| 1Y | +9.1% | +7.5% | +1.6% | +7.3% |
| All | +239.3% | +355.2% | -115.9% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling