+38.3%
HAL vs GDXJ
+35.6%
+2.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | +0.5% |
| 7D | +2.6% | -4.9% | +7.6% | +3.7% |
| 30D | -0.1% | -10.0% | +9.9% | +1.7% |
| 3M | -1.1% | -16.6% | +15.5% | +2.0% |
| 6M | -20.7% | -23.3% | +2.6% | -17.7% |
| YTD | +17.5% | -12.4% | +30.0% | +16.0% |
| 1Y | +24.1% | +0.5% | +23.6% | +18.1% |
| 3Y | -8.4% | +220.5% | -228.9% | -37.8% |
| 5Y | +53.2% | +124.7% | -71.5% | +11.4% |
| 10Y | -17.2% | +240.2% | -257.4% | -49.1% |
| All | +38.3% | +35.6% | +2.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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