+213.5%
GDX vs PHM
+59.1%
+154.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -3.4% |
| 7D | -4.6% | -6.1% | +1.5% | -3.0% |
| 30D | -6.2% | +13.7% | -19.9% | -9.0% |
| 3M | -10.0% | -1.5% | -8.5% | -9.7% |
| 6M | -15.8% | +11.3% | -27.0% | -17.8% |
| YTD | -4.6% | +8.9% | -13.5% | -6.5% |
| 1Y | +4.0% | +6.1% | -2.1% | +2.2% |
| All | +213.5% | +59.1% | +154.4% | +157.0% |
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