+211.5%
GDX vs PBR
+352.4%
-140.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.8% |
| 7D | +4.0% | +2.5% | +1.5% | +3.2% |
| 30D | +9.5% | +19.4% | -9.9% | +4.3% |
| 3M | +25.1% | +20.8% | +4.3% | +18.2% |
| 6M | -2.9% | +23.5% | -26.4% | -9.6% |
| YTD | +14.7% | +83.4% | -68.7% | -3.9% |
| 1Y | +47.4% | +77.6% | -30.1% | +24.1% |
| 3Y | +259.7% | +99.9% | +159.8% | +187.6% |
| 5Y | +227.7% | +567.7% | -340.1% | +78.3% |
| 10Y | +289.0% | +621.5% | -332.6% | +61.9% |
| All | +211.5% | +352.4% | -140.9% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling