+237.0%
HOOD vs GDX
+203.5%
+33.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.5% |
| 7D | +13.4% | +4.0% | +9.4% | +11.7% |
| 30D | +25.8% | +9.5% | +16.3% | +21.4% |
| 3M | +38.0% | +25.1% | +12.9% | +25.1% |
| 6M | +52.2% | -2.9% | +55.1% | +52.9% |
| YTD | +3.7% | +14.7% | -11.0% | -3.1% |
| 1Y | +0.1% | +47.4% | -47.4% | -15.7% |
| 3Y | +992.6% | +259.7% | +732.9% | +550.5% |
| 5Y | +193.0% | +227.7% | -34.7% | +77.3% |
| All | +237.0% | +203.5% | +33.5% | +127.4% |
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