+132.6%
HPQ vs GDXJ
+76.0%
+56.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.8% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +9.7% | +8.8% | +0.9% | +8.5% |
| 3M | +32.7% | +29.8% | +2.9% | +28.1% |
| 6M | +77.7% | -5.8% | +83.5% | +77.1% |
| YTD | +51.0% | +13.6% | +37.4% | +46.3% |
| 1Y | +18.4% | +54.5% | -36.1% | +10.1% |
| 3Y | +25.6% | +301.4% | -275.8% | +2.1% |
| 5Y | +38.6% | +236.3% | -197.7% | +13.5% |
| 10Y | +226.1% | +240.1% | -14.0% | +155.7% |
| All | +132.6% | +76.0% | +56.6% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling