+139.3%
HOOD vs GDX
+182.1%
-42.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.0% |
| 7D | -0.6% | +15.6% | -16.2% | -7.0% |
| 30D | -23.6% | +2.4% | -26.0% | -24.5% |
| 3M | -10.7% | +1.7% | -12.4% | -11.3% |
| 6M | +8.2% | -3.3% | +11.5% | +9.1% |
| YTD | -26.3% | +6.6% | -33.0% | -29.2% |
| 1Y | -36.1% | +27.0% | -63.1% | -42.6% |
| 3Y | +950.7% | +243.4% | +707.3% | +538.4% |
| 5Y | +127.0% | +194.2% | -67.2% | +41.0% |
| All | +139.3% | +182.1% | -42.8% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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