+152.3%
GDX vs PHM
+160.8%
-8.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.1% |
| 3M | -10.0% | -1.5% | -8.5% | -9.7% |
| 6M | -15.8% | +11.3% | -27.0% | -18.0% |
| YTD | -4.6% | +8.9% | -13.5% | -6.8% |
| 1Y | +4.0% | +6.1% | -2.1% | +2.0% |
| 3Y | +211.1% | +57.7% | +153.4% | +169.5% |
| 5Y | +152.3% | +159.0% | -6.7% | +79.7% |
| All | +152.3% | +160.8% | -8.6% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling