+228.7%
HL vs GDXJ
+229.9%
-1.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.4% |
| 7D | -4.4% | -2.8% | -1.5% | -1.1% |
| 30D | +9.3% | +5.0% | +4.3% | +3.5% |
| 3M | +32.0% | +24.1% | +7.9% | +2.5% |
| 6M | -6.4% | -7.4% | +0.9% | +1.6% |
| YTD | +3.1% | +10.2% | -7.1% | -8.3% |
| 1Y | +77.6% | +42.5% | +35.0% | +17.5% |
| 3Y | +392.8% | +285.7% | +107.1% | +2.2% |
| All | +228.7% | +229.9% | -1.2% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling