+250.7%
HOOD vs GDX
+206.1%
+44.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.1% |
| 7D | +17.1% | -0.4% | +17.5% | +17.5% |
| 30D | +31.6% | +18.6% | +13.0% | +22.7% |
| 3M | +38.2% | +14.9% | +23.4% | +29.9% |
| 6M | +48.5% | -6.3% | +54.8% | +51.1% |
| YTD | +8.0% | +15.7% | -7.8% | +0.5% |
| 1Y | +18.7% | +54.8% | -36.2% | -1.9% |
| 3Y | +999.1% | +253.4% | +745.7% | +557.0% |
| 5Y | +181.7% | +219.7% | -38.0% | +73.8% |
| All | +250.7% | +206.1% | +44.5% | +135.7% |
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