+24.8%
GDX vs PBR
+74.7%
-49.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.0% | +16.0% | +8.5% |
| 7D | +0.8% | -11.0% | +11.7% | +0.1% |
| 30D | -3.2% | -18.8% | +15.5% | -4.2% |
| 3M | +8.6% | +7.8% | +0.7% | +7.6% |
| 6M | -1.2% | -7.6% | +6.3% | -0.7% |
| YTD | -1.4% | +72.7% | -74.0% | -13.3% |
| 1Y | +24.8% | +72.9% | -48.2% | +9.5% |
| All | +24.8% | +74.7% | -49.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling