+836.9%
HOOD vs GDXJ
+219.0%
+617.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -3.8% | -8.1% | +4.3% | +0.2% |
| 30D | -23.0% | -5.5% | -17.5% | -21.1% |
| 3M | -21.6% | -14.6% | -7.1% | -15.4% |
| 6M | +1.4% | -23.2% | +24.7% | +13.8% |
| YTD | -31.2% | -13.0% | -18.2% | -28.2% |
| 1Y | -35.9% | +2.8% | -38.7% | -38.3% |
| 3Y | +836.9% | +221.5% | +615.5% | +445.8% |
| All | +836.9% | +219.0% | +617.9% | +445.8% |
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