+203.4%
HD vs GDXJ
+233.7%
-30.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.1% |
| 7D | -3.9% | -6.2% | +2.3% | -3.3% |
| 30D | -13.1% | +4.6% | -17.8% | -13.6% |
| 3M | -3.4% | +31.3% | -34.7% | -6.4% |
| 6M | -12.6% | -10.7% | -1.9% | -12.2% |
| YTD | -9.2% | +9.1% | -18.3% | -11.0% |
| 1Y | -23.9% | +44.1% | -68.1% | -27.9% |
| 3Y | +0.4% | +285.4% | -284.9% | -15.7% |
| 5Y | +4.5% | +228.4% | -223.9% | -12.2% |
| All | +203.4% | +233.7% | -30.4% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling