+315.3%
GDX vs PH
+795.7%
-480.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +9.9% | -10.3% | +20.2% | +12.0% |
| 3M | +28.2% | +5.1% | +23.1% | +27.0% |
| 6M | -2.9% | +2.3% | -5.2% | -3.4% |
| YTD | +16.0% | +8.7% | +7.3% | +14.4% |
| 1Y | +49.9% | +26.8% | +23.1% | +44.4% |
| 3Y | +263.6% | +139.2% | +124.4% | +214.5% |
| 5Y | +233.6% | +251.1% | -17.5% | +170.0% |
| 10Y | +315.3% | +812.6% | -497.2% | +196.4% |
| All | +315.3% | +795.7% | -480.3% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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