+296.0%
GDX vs PBR
+697.0%
-401.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.2% |
| 7D | -2.2% | +5.4% | -7.5% | -2.9% |
| 30D | +6.8% | +22.9% | -16.1% | +3.7% |
| 3M | +24.9% | +19.6% | +5.3% | +21.5% |
| 6M | -4.2% | +16.5% | -20.7% | -6.9% |
| YTD | +13.2% | +86.7% | -73.4% | +2.8% |
| 1Y | +40.2% | +74.7% | -34.5% | +28.3% |
| 3Y | +249.6% | +102.6% | +147.0% | +210.9% |
| 5Y | +230.4% | +566.6% | -336.2% | +146.8% |
| All | +296.0% | +697.0% | -401.0% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling