+132.4%
HOOD vs GDX
+170.2%
-37.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.3% |
| 7D | -4.8% | +13.6% | -18.4% | -10.3% |
| 30D | -26.1% | +2.5% | -28.6% | -27.0% |
| 3M | -10.8% | +4.4% | -15.2% | -12.3% |
| 6M | +2.4% | -5.2% | +7.6% | +4.2% |
| YTD | -28.5% | +2.1% | -30.6% | -29.9% |
| 1Y | -36.3% | +24.7% | -61.0% | -42.2% |
| 3Y | +743.7% | +211.3% | +532.4% | +432.0% |
| 5Y | +118.6% | +186.7% | -68.1% | +37.6% |
| All | +132.4% | +170.2% | -37.8% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling