+152.3%
GDX vs P
+286.6%
-134.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.4% | -7.3% | -4.4% |
| 7D | -4.6% | +17.8% | -22.4% | -6.4% |
| 30D | -6.2% | -29.9% | +23.7% | -2.5% |
| 3M | -10.0% | -1.2% | -8.9% | -11.0% |
| 6M | -15.8% | +32.1% | -47.9% | -20.5% |
| YTD | -4.6% | +64.3% | -68.9% | -12.7% |
| 1Y | +4.0% | +24.3% | -20.3% | -2.6% |
| 3Y | +211.1% | +203.2% | +7.9% | +153.3% |
| 5Y | +152.3% | +290.4% | -138.2% | +96.4% |
| All | +152.3% | +286.6% | -134.3% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling