+259.7%
GDX vs PHM
+52.3%
+207.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | 0.0% |
| 7D | +4.0% | -2.5% | +6.4% | +4.6% |
| 30D | +9.5% | -9.7% | +19.1% | +12.0% |
| 3M | +25.1% | +2.2% | +22.9% | +24.2% |
| 6M | -2.9% | -5.7% | +2.7% | -2.2% |
| YTD | +14.7% | +2.8% | +11.9% | +13.8% |
| 1Y | +47.4% | -14.4% | +61.8% | +50.8% |
| 3Y | +259.7% | +52.2% | +207.5% | +203.0% |
| All | +259.7% | +52.3% | +207.4% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · 6 months rolling