+142.2%
HYG vs GDXJ
+70.7%
+71.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.6% |
| 30D | -0.7% | +5.0% | -5.7% | -1.0% |
| 3M | -0.2% | +24.1% | -24.3% | -1.5% |
| 6M | +1.4% | -7.4% | +8.8% | +1.4% |
| YTD | +1.5% | +10.2% | -8.8% | +0.3% |
| 1Y | +2.9% | +42.5% | -39.6% | +0.1% |
| 3Y | +25.6% | +285.7% | -260.1% | +15.0% |
| 5Y | +18.6% | +231.9% | -213.3% | +8.6% |
| 10Y | +55.7% | +230.0% | -174.2% | +39.9% |
| All | +142.2% | +70.7% | +71.4% | +121.6% |
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