+259.0%
GDXJ vs HWM
+1,494.1%
-1,235.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.5% |
| 30D | +17.9% | -11.0% | +28.8% | +20.4% |
| 3M | +15.3% | +4.0% | +11.3% | +14.0% |
| 6M | -9.4% | -0.2% | -9.2% | -9.5% |
| YTD | +13.4% | +26.7% | -13.2% | +8.2% |
| 1Y | +59.7% | +44.7% | +14.9% | +48.4% |
| 3Y | +283.6% | +426.1% | -142.5% | +175.1% |
| 5Y | +217.6% | +738.5% | -520.9% | +108.9% |
| All | +259.0% | +1,494.1% | -1,235.1% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling