+992.6%
HOOD vs GDXJ
+294.3%
+698.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.3% |
| 7D | +13.4% | +4.3% | +9.1% | +11.3% |
| 30D | +25.8% | +8.4% | +17.3% | +21.3% |
| 3M | +38.0% | +25.5% | +12.5% | +22.9% |
| 6M | +52.2% | -6.3% | +58.5% | +54.8% |
| YTD | +3.7% | +12.1% | -8.3% | -4.0% |
| 1Y | +0.1% | +51.1% | -51.0% | -20.4% |
| 3Y | +992.6% | +296.1% | +696.5% | +431.5% |
| All | +992.6% | +294.3% | +698.2% | +431.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling