+296.1%
GDXJ vs HWM
+385.3%
-89.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.7% | +9.5% | +1.6% |
| 7D | +4.3% | -9.2% | +13.5% | +6.7% |
| 30D | +8.4% | -17.9% | +26.3% | +13.6% |
| 3M | +25.5% | -6.0% | +31.6% | +26.7% |
| 6M | -6.3% | -7.4% | +1.0% | -5.1% |
| YTD | +12.1% | +13.1% | -1.0% | +9.4% |
| 1Y | +51.1% | +29.3% | +21.7% | +44.0% |
| 3Y | +296.1% | +389.9% | -93.8% | +215.6% |
| All | +296.1% | +385.3% | -89.3% | +215.6% |
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