+223.3%
HOOD vs GDXJ
+195.8%
+27.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.1% |
| 7D | -7.8% | -2.8% | -5.0% | -6.7% |
| 30D | +18.6% | +5.0% | +13.7% | +16.4% |
| 3M | +22.1% | +24.1% | -2.0% | +10.8% |
| 6M | +43.1% | -7.4% | +50.4% | +46.1% |
| YTD | -0.5% | +10.2% | -10.7% | -6.2% |
| 1Y | -4.4% | +42.5% | -46.9% | -19.5% |
| 3Y | +938.5% | +285.7% | +652.8% | +478.8% |
| 5Y | +173.4% | +231.9% | -58.4% | +55.0% |
| All | +223.3% | +195.8% | +27.5% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling