+226.7%
GDX vs PBR
+558.3%
-331.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.6% | -3.8% |
| 7D | -5.4% | +4.2% | -9.6% | -6.0% |
| 30D | +6.6% | +22.7% | -16.2% | +3.0% |
| 3M | +30.1% | +21.5% | +8.6% | +25.7% |
| 6M | -7.1% | +24.0% | -31.1% | -11.4% |
| YTD | +12.0% | +88.2% | -76.3% | -1.1% |
| 1Y | +41.2% | +74.8% | -33.6% | +26.2% |
| 3Y | +251.0% | +105.1% | +145.9% | +201.6% |
| 5Y | +226.7% | +572.2% | -345.5% | +130.2% |
| All | +226.7% | +558.3% | -331.6% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling