+326.3%
GDX vs P
+652.0%
-325.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -6.8% | +11.6% | -18.4% | -7.9% |
| 30D | -2.1% | -23.7% | +21.6% | +0.2% |
| 3M | -7.5% | -8.0% | +0.5% | -7.6% |
| 6M | -15.2% | +27.9% | -43.1% | -18.7% |
| YTD | -4.8% | +61.2% | -66.0% | -11.2% |
| 1Y | +6.7% | +28.6% | -21.9% | +1.1% |
| 3Y | +212.7% | +200.5% | +12.3% | +167.1% |
| 5Y | +151.7% | +282.9% | -131.3% | +107.9% |
| All | +326.3% | +652.0% | -325.8% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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