+190.8%
GDXJ vs HWM
+1,278.2%
-1,087.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -3.9% | -2.1% |
| 7D | +0.3% | +5.0% | -4.7% | -0.8% |
| 30D | -7.4% | +1.5% | -9.0% | -8.0% |
| 3M | -11.9% | -20.3% | +8.4% | -8.3% |
| 6M | -19.3% | -18.0% | -1.3% | -16.5% |
| YTD | -8.1% | +9.5% | -17.6% | -10.1% |
| 1Y | +9.1% | +7.5% | +1.6% | +7.1% |
| 3Y | +236.2% | +355.7% | -119.4% | +147.6% |
| 5Y | +136.3% | +610.2% | -473.9% | +60.1% |
| 10Y | +256.9% | +1,516.8% | -1,259.8% | +118.9% |
| All | +190.8% | +1,278.2% | -1,087.4% | +78.7% |
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